CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.58 |
40.52 |
-0.06 |
-0.1% |
41.47 |
High |
40.68 |
41.06 |
0.38 |
0.9% |
41.58 |
Low |
40.28 |
40.30 |
0.02 |
0.0% |
40.20 |
Close |
40.46 |
40.60 |
0.14 |
0.3% |
40.46 |
Range |
0.40 |
0.76 |
0.36 |
90.0% |
1.38 |
ATR |
0.70 |
0.71 |
0.00 |
0.6% |
0.00 |
Volume |
25,879 |
44,879 |
19,000 |
73.4% |
211,730 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.93 |
42.53 |
41.02 |
|
R3 |
42.17 |
41.77 |
40.81 |
|
R2 |
41.41 |
41.41 |
40.74 |
|
R1 |
41.01 |
41.01 |
40.67 |
41.21 |
PP |
40.65 |
40.65 |
40.65 |
40.76 |
S1 |
40.25 |
40.25 |
40.53 |
40.45 |
S2 |
39.89 |
39.89 |
40.46 |
|
S3 |
39.13 |
39.49 |
40.39 |
|
S4 |
38.37 |
38.73 |
40.18 |
|
|
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 |
41.58 |
40.20 |
1.38 |
3.4% |
0.65 |
1.6% |
29% |
False |
False |
51,321 |
10 |
42.05 |
40.07 |
1.98 |
4.9% |
0.71 |
1.7% |
27% |
False |
False |
51,948 |
20 |
42.26 |
40.07 |
2.19 |
5.4% |
0.70 |
1.7% |
24% |
False |
False |
41,421 |
40 |
42.40 |
40.07 |
2.33 |
5.7% |
0.71 |
1.7% |
23% |
False |
False |
28,976 |
60 |
44.33 |
39.53 |
4.80 |
11.8% |
0.70 |
1.7% |
22% |
False |
False |
21,842 |
80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.72 |
1.8% |
18% |
False |
False |
17,540 |
100 |
45.89 |
39.53 |
6.36 |
15.7% |
0.70 |
1.7% |
17% |
False |
False |
14,613 |
120 |
48.27 |
39.53 |
8.74 |
21.5% |
0.70 |
1.7% |
12% |
False |
False |
12,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.29 |
2.618 |
43.05 |
1.618 |
42.29 |
1.000 |
41.82 |
0.618 |
41.53 |
HIGH |
41.06 |
0.618 |
40.77 |
0.500 |
40.68 |
0.382 |
40.59 |
LOW |
40.30 |
0.618 |
39.83 |
1.000 |
39.54 |
1.618 |
39.07 |
2.618 |
38.31 |
4.250 |
37.07 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.68 |
40.63 |
PP |
40.65 |
40.62 |
S1 |
40.63 |
40.61 |
|