CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.52 |
40.60 |
0.08 |
0.2% |
41.47 |
High |
41.06 |
40.69 |
-0.37 |
-0.9% |
41.58 |
Low |
40.30 |
39.96 |
-0.34 |
-0.8% |
40.20 |
Close |
40.60 |
40.11 |
-0.49 |
-1.2% |
40.46 |
Range |
0.76 |
0.73 |
-0.03 |
-3.9% |
1.38 |
ATR |
0.71 |
0.71 |
0.00 |
0.2% |
0.00 |
Volume |
44,879 |
51,946 |
7,067 |
15.7% |
211,730 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.44 |
42.01 |
40.51 |
|
R3 |
41.71 |
41.28 |
40.31 |
|
R2 |
40.98 |
40.98 |
40.24 |
|
R1 |
40.55 |
40.55 |
40.18 |
40.40 |
PP |
40.25 |
40.25 |
40.25 |
40.18 |
S1 |
39.82 |
39.82 |
40.04 |
39.67 |
S2 |
39.52 |
39.52 |
39.98 |
|
S3 |
38.79 |
39.09 |
39.91 |
|
S4 |
38.06 |
38.36 |
39.71 |
|
|
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 |
41.09 |
39.96 |
1.13 |
2.8% |
0.64 |
1.6% |
13% |
False |
True |
49,150 |
10 |
42.05 |
39.96 |
2.09 |
5.2% |
0.70 |
1.7% |
7% |
False |
True |
53,154 |
20 |
42.05 |
39.96 |
2.09 |
5.2% |
0.69 |
1.7% |
7% |
False |
True |
42,989 |
40 |
42.40 |
39.96 |
2.44 |
6.1% |
0.71 |
1.8% |
6% |
False |
True |
29,977 |
60 |
43.71 |
39.53 |
4.18 |
10.4% |
0.69 |
1.7% |
14% |
False |
False |
22,583 |
80 |
45.48 |
39.53 |
5.95 |
14.8% |
0.72 |
1.8% |
10% |
False |
False |
18,154 |
100 |
45.81 |
39.53 |
6.28 |
15.7% |
0.71 |
1.8% |
9% |
False |
False |
15,104 |
120 |
48.27 |
39.53 |
8.74 |
21.8% |
0.70 |
1.7% |
7% |
False |
False |
12,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.79 |
2.618 |
42.60 |
1.618 |
41.87 |
1.000 |
41.42 |
0.618 |
41.14 |
HIGH |
40.69 |
0.618 |
40.41 |
0.500 |
40.33 |
0.382 |
40.24 |
LOW |
39.96 |
0.618 |
39.51 |
1.000 |
39.23 |
1.618 |
38.78 |
2.618 |
38.05 |
4.250 |
36.86 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.33 |
40.51 |
PP |
40.25 |
40.38 |
S1 |
40.18 |
40.24 |
|