CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
40.59 |
41.74 |
1.15 |
2.8% |
40.79 |
High |
42.05 |
41.88 |
-0.17 |
-0.4% |
42.05 |
Low |
40.52 |
41.32 |
0.80 |
2.0% |
40.07 |
Close |
41.80 |
41.45 |
-0.35 |
-0.8% |
41.45 |
Range |
1.53 |
0.56 |
-0.97 |
-63.4% |
1.98 |
ATR |
0.74 |
0.73 |
-0.01 |
-1.7% |
0.00 |
Volume |
88,921 |
58,171 |
-30,750 |
-34.6% |
262,872 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.23 |
42.90 |
41.76 |
|
R3 |
42.67 |
42.34 |
41.60 |
|
R2 |
42.11 |
42.11 |
41.55 |
|
R1 |
41.78 |
41.78 |
41.50 |
41.67 |
PP |
41.55 |
41.55 |
41.55 |
41.49 |
S1 |
41.22 |
41.22 |
41.40 |
41.11 |
S2 |
40.99 |
40.99 |
41.35 |
|
S3 |
40.43 |
40.66 |
41.30 |
|
S4 |
39.87 |
40.10 |
41.14 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.13 |
46.27 |
42.54 |
|
R3 |
45.15 |
44.29 |
41.99 |
|
R2 |
43.17 |
43.17 |
41.81 |
|
R1 |
42.31 |
42.31 |
41.63 |
42.74 |
PP |
41.19 |
41.19 |
41.19 |
41.41 |
S1 |
40.33 |
40.33 |
41.27 |
40.76 |
S2 |
39.21 |
39.21 |
41.09 |
|
S3 |
37.23 |
38.35 |
40.91 |
|
S4 |
35.25 |
36.37 |
40.36 |
|
|
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 |
4.8% |
0.77 |
1.8% |
70% |
False |
False |
52,574 |
10 |
42.05 |
40.07 |
1.98 |
4.8% |
0.73 |
1.7% |
70% |
False |
False |
43,022 |
20 |
42.40 |
40.07 |
2.33 |
5.6% |
0.74 |
1.8% |
59% |
False |
False |
33,060 |
40 |
42.40 |
39.53 |
2.87 |
6.9% |
0.73 |
1.8% |
67% |
False |
False |
23,935 |
60 |
45.23 |
39.53 |
5.70 |
13.8% |
0.71 |
1.7% |
34% |
False |
False |
18,032 |
80 |
45.48 |
39.53 |
5.95 |
14.4% |
0.72 |
1.7% |
32% |
False |
False |
14,527 |
100 |
46.53 |
39.53 |
7.00 |
16.9% |
0.70 |
1.7% |
27% |
False |
False |
12,186 |
120 |
48.27 |
39.53 |
8.74 |
21.1% |
0.70 |
1.7% |
22% |
False |
False |
10,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.26 |
2.618 |
43.35 |
1.618 |
42.79 |
1.000 |
42.44 |
0.618 |
42.23 |
HIGH |
41.88 |
0.618 |
41.67 |
0.500 |
41.60 |
0.382 |
41.53 |
LOW |
41.32 |
0.618 |
40.97 |
1.000 |
40.76 |
1.618 |
40.41 |
2.618 |
39.85 |
4.250 |
38.94 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.60 |
41.35 |
PP |
41.55 |
41.25 |
S1 |
41.50 |
41.15 |
|