CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.47 |
40.94 |
-0.53 |
-1.3% |
40.79 |
High |
41.58 |
41.09 |
-0.49 |
-1.2% |
42.05 |
Low |
40.79 |
40.52 |
-0.27 |
-0.7% |
40.07 |
Close |
40.95 |
40.60 |
-0.35 |
-0.9% |
41.45 |
Range |
0.79 |
0.57 |
-0.22 |
-27.8% |
1.98 |
ATR |
0.73 |
0.72 |
-0.01 |
-1.6% |
0.00 |
Volume |
62,802 |
59,863 |
-2,939 |
-4.7% |
262,872 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.45 |
42.09 |
40.91 |
|
R3 |
41.88 |
41.52 |
40.76 |
|
R2 |
41.31 |
41.31 |
40.70 |
|
R1 |
40.95 |
40.95 |
40.65 |
40.85 |
PP |
40.74 |
40.74 |
40.74 |
40.68 |
S1 |
40.38 |
40.38 |
40.55 |
40.28 |
S2 |
40.17 |
40.17 |
40.50 |
|
S3 |
39.60 |
39.81 |
40.44 |
|
S4 |
39.03 |
39.24 |
40.29 |
|
|
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 |
40.25 |
1.80 |
4.4% |
0.77 |
1.9% |
19% |
False |
False |
61,264 |
10 |
42.05 |
40.07 |
1.98 |
4.9% |
0.71 |
1.8% |
27% |
False |
False |
48,903 |
20 |
42.40 |
40.07 |
2.33 |
5.7% |
0.73 |
1.8% |
23% |
False |
False |
37,666 |
40 |
42.40 |
39.53 |
2.87 |
7.1% |
0.72 |
1.8% |
37% |
False |
False |
26,516 |
60 |
44.63 |
39.53 |
5.10 |
12.6% |
0.70 |
1.7% |
21% |
False |
False |
19,929 |
80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.72 |
1.8% |
18% |
False |
False |
16,005 |
100 |
46.53 |
39.53 |
7.00 |
17.2% |
0.70 |
1.7% |
15% |
False |
False |
13,373 |
120 |
48.27 |
39.53 |
8.74 |
21.5% |
0.70 |
1.7% |
12% |
False |
False |
11,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.51 |
2.618 |
42.58 |
1.618 |
42.01 |
1.000 |
41.66 |
0.618 |
41.44 |
HIGH |
41.09 |
0.618 |
40.87 |
0.500 |
40.81 |
0.382 |
40.74 |
LOW |
40.52 |
0.618 |
40.17 |
1.000 |
39.95 |
1.618 |
39.60 |
2.618 |
39.03 |
4.250 |
38.10 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
40.81 |
41.20 |
PP |
40.74 |
41.00 |
S1 |
40.67 |
40.80 |
|