CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
40.62 |
40.58 |
-0.04 |
-0.1% |
41.47 |
High |
40.94 |
40.68 |
-0.26 |
-0.6% |
41.58 |
Low |
40.20 |
40.28 |
0.08 |
0.2% |
40.20 |
Close |
40.25 |
40.46 |
0.21 |
0.5% |
40.46 |
Range |
0.74 |
0.40 |
-0.34 |
-45.9% |
1.38 |
ATR |
0.72 |
0.70 |
-0.02 |
-2.9% |
0.00 |
Volume |
63,186 |
25,879 |
-37,307 |
-59.0% |
211,730 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.67 |
41.47 |
40.68 |
|
R3 |
41.27 |
41.07 |
40.57 |
|
R2 |
40.87 |
40.87 |
40.53 |
|
R1 |
40.67 |
40.67 |
40.50 |
40.57 |
PP |
40.47 |
40.47 |
40.47 |
40.43 |
S1 |
40.27 |
40.27 |
40.42 |
40.17 |
S2 |
40.07 |
40.07 |
40.39 |
|
S3 |
39.67 |
39.87 |
40.35 |
|
S4 |
39.27 |
39.47 |
40.24 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.89 |
44.05 |
41.22 |
|
R3 |
43.51 |
42.67 |
40.84 |
|
R2 |
42.13 |
42.13 |
40.71 |
|
R1 |
41.29 |
41.29 |
40.59 |
41.02 |
PP |
40.75 |
40.75 |
40.75 |
40.61 |
S1 |
39.91 |
39.91 |
40.33 |
39.64 |
S2 |
39.37 |
39.37 |
40.21 |
|
S3 |
37.99 |
38.53 |
40.08 |
|
S4 |
36.61 |
37.15 |
39.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.88 |
40.20 |
1.68 |
4.2% |
0.61 |
1.5% |
15% |
False |
False |
53,980 |
10 |
42.05 |
40.07 |
1.98 |
4.9% |
0.72 |
1.8% |
20% |
False |
False |
51,135 |
20 |
42.29 |
40.07 |
2.22 |
5.5% |
0.69 |
1.7% |
18% |
False |
False |
40,312 |
40 |
42.40 |
40.07 |
2.33 |
5.8% |
0.70 |
1.7% |
17% |
False |
False |
28,143 |
60 |
44.63 |
39.53 |
5.10 |
12.6% |
0.70 |
1.7% |
18% |
False |
False |
21,206 |
80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.72 |
1.8% |
16% |
False |
False |
17,021 |
100 |
46.53 |
39.53 |
7.00 |
17.3% |
0.70 |
1.7% |
13% |
False |
False |
14,189 |
120 |
48.27 |
39.53 |
8.74 |
21.6% |
0.70 |
1.7% |
11% |
False |
False |
12,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.38 |
2.618 |
41.73 |
1.618 |
41.33 |
1.000 |
41.08 |
0.618 |
40.93 |
HIGH |
40.68 |
0.618 |
40.53 |
0.500 |
40.48 |
0.382 |
40.43 |
LOW |
40.28 |
0.618 |
40.03 |
1.000 |
39.88 |
1.618 |
39.63 |
2.618 |
39.23 |
4.250 |
38.58 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
40.48 |
40.65 |
PP |
40.47 |
40.58 |
S1 |
40.47 |
40.52 |
|