CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.74 |
41.47 |
-0.27 |
-0.6% |
40.79 |
High |
41.88 |
41.58 |
-0.30 |
-0.7% |
42.05 |
Low |
41.32 |
40.79 |
-0.53 |
-1.3% |
40.07 |
Close |
41.45 |
40.95 |
-0.50 |
-1.2% |
41.45 |
Range |
0.56 |
0.79 |
0.23 |
41.1% |
1.98 |
ATR |
0.73 |
0.73 |
0.00 |
0.6% |
0.00 |
Volume |
58,171 |
62,802 |
4,631 |
8.0% |
262,872 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.48 |
43.00 |
41.38 |
|
R3 |
42.69 |
42.21 |
41.17 |
|
R2 |
41.90 |
41.90 |
41.09 |
|
R1 |
41.42 |
41.42 |
41.02 |
41.27 |
PP |
41.11 |
41.11 |
41.11 |
41.03 |
S1 |
40.63 |
40.63 |
40.88 |
40.48 |
S2 |
40.32 |
40.32 |
40.81 |
|
S3 |
39.53 |
39.84 |
40.73 |
|
S4 |
38.74 |
39.05 |
40.52 |
|
|
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% |
0.76 |
1.9% |
44% |
False |
False |
57,158 |
10 |
42.05 |
40.07 |
1.98 |
4.8% |
0.76 |
1.9% |
44% |
False |
False |
46,345 |
20 |
42.40 |
40.07 |
2.33 |
5.7% |
0.74 |
1.8% |
38% |
False |
False |
35,576 |
40 |
42.40 |
39.53 |
2.87 |
7.0% |
0.73 |
1.8% |
49% |
False |
False |
25,291 |
60 |
45.23 |
39.53 |
5.70 |
13.9% |
0.71 |
1.7% |
25% |
False |
False |
19,011 |
80 |
45.48 |
39.53 |
5.95 |
14.5% |
0.73 |
1.8% |
24% |
False |
False |
15,278 |
100 |
46.53 |
39.53 |
7.00 |
17.1% |
0.70 |
1.7% |
20% |
False |
False |
12,796 |
120 |
48.27 |
39.53 |
8.74 |
21.3% |
0.70 |
1.7% |
16% |
False |
False |
11,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.94 |
2.618 |
43.65 |
1.618 |
42.86 |
1.000 |
42.37 |
0.618 |
42.07 |
HIGH |
41.58 |
0.618 |
41.28 |
0.500 |
41.19 |
0.382 |
41.09 |
LOW |
40.79 |
0.618 |
40.30 |
1.000 |
40.00 |
1.618 |
39.51 |
2.618 |
38.72 |
4.250 |
37.43 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.19 |
41.29 |
PP |
41.11 |
41.17 |
S1 |
41.03 |
41.06 |
|