CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
40.31 |
40.59 |
0.28 |
0.7% |
40.55 |
High |
40.67 |
42.05 |
1.38 |
3.4% |
41.75 |
Low |
40.25 |
40.52 |
0.27 |
0.7% |
40.43 |
Close |
40.56 |
41.80 |
1.24 |
3.1% |
40.74 |
Range |
0.42 |
1.53 |
1.11 |
264.3% |
1.32 |
ATR |
0.68 |
0.74 |
0.06 |
8.9% |
0.00 |
Volume |
36,564 |
88,921 |
52,357 |
143.2% |
167,348 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.05 |
45.45 |
42.64 |
|
R3 |
44.52 |
43.92 |
42.22 |
|
R2 |
42.99 |
42.99 |
42.08 |
|
R1 |
42.39 |
42.39 |
41.94 |
42.69 |
PP |
41.46 |
41.46 |
41.46 |
41.61 |
S1 |
40.86 |
40.86 |
41.66 |
41.16 |
S2 |
39.93 |
39.93 |
41.52 |
|
S3 |
38.40 |
39.33 |
41.38 |
|
S4 |
36.87 |
37.80 |
40.96 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.93 |
44.16 |
41.47 |
|
R3 |
43.61 |
42.84 |
41.10 |
|
R2 |
42.29 |
42.29 |
40.98 |
|
R1 |
41.52 |
41.52 |
40.86 |
41.91 |
PP |
40.97 |
40.97 |
40.97 |
41.17 |
S1 |
40.20 |
40.20 |
40.62 |
40.59 |
S2 |
39.65 |
39.65 |
40.50 |
|
S3 |
38.33 |
38.88 |
40.38 |
|
S4 |
37.01 |
37.56 |
40.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.05 |
40.07 |
1.98 |
4.7% |
0.83 |
2.0% |
87% |
True |
False |
48,291 |
10 |
42.05 |
40.07 |
1.98 |
4.7% |
0.74 |
1.8% |
87% |
True |
False |
41,541 |
20 |
42.40 |
40.07 |
2.33 |
5.6% |
0.75 |
1.8% |
74% |
False |
False |
30,661 |
40 |
42.61 |
39.53 |
3.08 |
7.4% |
0.73 |
1.8% |
74% |
False |
False |
22,703 |
60 |
45.23 |
39.53 |
5.70 |
13.6% |
0.72 |
1.7% |
40% |
False |
False |
17,140 |
80 |
45.48 |
39.53 |
5.95 |
14.2% |
0.73 |
1.7% |
38% |
False |
False |
13,823 |
100 |
46.53 |
39.53 |
7.00 |
16.7% |
0.70 |
1.7% |
32% |
False |
False |
11,625 |
120 |
48.27 |
39.53 |
8.74 |
20.9% |
0.70 |
1.7% |
26% |
False |
False |
10,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.55 |
2.618 |
46.06 |
1.618 |
44.53 |
1.000 |
43.58 |
0.618 |
43.00 |
HIGH |
42.05 |
0.618 |
41.47 |
0.500 |
41.29 |
0.382 |
41.10 |
LOW |
40.52 |
0.618 |
39.57 |
1.000 |
38.99 |
1.618 |
38.04 |
2.618 |
36.51 |
4.250 |
34.02 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.63 |
41.55 |
PP |
41.46 |
41.31 |
S1 |
41.29 |
41.06 |
|