CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
40.94 |
40.62 |
-0.32 |
-0.8% |
40.79 |
High |
41.09 |
40.94 |
-0.15 |
-0.4% |
42.05 |
Low |
40.52 |
40.20 |
-0.32 |
-0.8% |
40.07 |
Close |
40.60 |
40.25 |
-0.35 |
-0.9% |
41.45 |
Range |
0.57 |
0.74 |
0.17 |
29.8% |
1.98 |
ATR |
0.72 |
0.72 |
0.00 |
0.2% |
0.00 |
Volume |
59,863 |
63,186 |
3,323 |
5.6% |
262,872 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.68 |
42.21 |
40.66 |
|
R3 |
41.94 |
41.47 |
40.45 |
|
R2 |
41.20 |
41.20 |
40.39 |
|
R1 |
40.73 |
40.73 |
40.32 |
40.60 |
PP |
40.46 |
40.46 |
40.46 |
40.40 |
S1 |
39.99 |
39.99 |
40.18 |
39.86 |
S2 |
39.72 |
39.72 |
40.11 |
|
S3 |
38.98 |
39.25 |
40.05 |
|
S4 |
38.24 |
38.51 |
39.84 |
|
|
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 |
40.20 |
1.85 |
4.6% |
0.84 |
2.1% |
3% |
False |
True |
66,588 |
10 |
42.05 |
40.07 |
1.98 |
4.9% |
0.74 |
1.8% |
9% |
False |
False |
51,630 |
20 |
42.40 |
40.07 |
2.33 |
5.8% |
0.71 |
1.8% |
8% |
False |
False |
40,064 |
40 |
42.40 |
39.71 |
2.69 |
6.7% |
0.71 |
1.8% |
20% |
False |
False |
27,898 |
60 |
44.63 |
39.53 |
5.10 |
12.7% |
0.70 |
1.7% |
14% |
False |
False |
20,866 |
80 |
45.48 |
39.53 |
5.95 |
14.8% |
0.72 |
1.8% |
12% |
False |
False |
16,764 |
100 |
46.53 |
39.53 |
7.00 |
17.4% |
0.70 |
1.8% |
10% |
False |
False |
13,970 |
120 |
48.27 |
39.53 |
8.74 |
21.7% |
0.70 |
1.7% |
8% |
False |
False |
12,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.09 |
2.618 |
42.88 |
1.618 |
42.14 |
1.000 |
41.68 |
0.618 |
41.40 |
HIGH |
40.94 |
0.618 |
40.66 |
0.500 |
40.57 |
0.382 |
40.48 |
LOW |
40.20 |
0.618 |
39.74 |
1.000 |
39.46 |
1.618 |
39.00 |
2.618 |
38.26 |
4.250 |
37.06 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
40.57 |
40.89 |
PP |
40.46 |
40.68 |
S1 |
40.36 |
40.46 |
|