CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.60 |
40.18 |
-0.42 |
-1.0% |
41.47 |
High |
40.69 |
40.47 |
-0.22 |
-0.5% |
41.58 |
Low |
39.96 |
40.05 |
0.09 |
0.2% |
40.20 |
Close |
40.11 |
40.35 |
0.24 |
0.6% |
40.46 |
Range |
0.73 |
0.42 |
-0.31 |
-42.5% |
1.38 |
ATR |
0.71 |
0.69 |
-0.02 |
-2.9% |
0.00 |
Volume |
51,946 |
48,137 |
-3,809 |
-7.3% |
211,730 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.55 |
41.37 |
40.58 |
|
R3 |
41.13 |
40.95 |
40.47 |
|
R2 |
40.71 |
40.71 |
40.43 |
|
R1 |
40.53 |
40.53 |
40.39 |
40.62 |
PP |
40.29 |
40.29 |
40.29 |
40.34 |
S1 |
40.11 |
40.11 |
40.31 |
40.20 |
S2 |
39.87 |
39.87 |
40.27 |
|
S3 |
39.45 |
39.69 |
40.23 |
|
S4 |
39.03 |
39.27 |
40.12 |
|
|
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 |
41.06 |
39.96 |
1.10 |
2.7% |
0.61 |
1.5% |
35% |
False |
False |
46,805 |
10 |
42.05 |
39.96 |
2.09 |
5.2% |
0.69 |
1.7% |
19% |
False |
False |
54,034 |
20 |
42.05 |
39.96 |
2.09 |
5.2% |
0.68 |
1.7% |
19% |
False |
False |
44,538 |
40 |
42.40 |
39.96 |
2.44 |
6.0% |
0.70 |
1.7% |
16% |
False |
False |
30,668 |
60 |
43.54 |
39.53 |
4.01 |
9.9% |
0.69 |
1.7% |
20% |
False |
False |
23,294 |
80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.72 |
1.8% |
14% |
False |
False |
18,707 |
100 |
45.76 |
39.53 |
6.23 |
15.4% |
0.70 |
1.7% |
13% |
False |
False |
15,541 |
120 |
48.27 |
39.53 |
8.74 |
21.7% |
0.70 |
1.7% |
9% |
False |
False |
13,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.26 |
2.618 |
41.57 |
1.618 |
41.15 |
1.000 |
40.89 |
0.618 |
40.73 |
HIGH |
40.47 |
0.618 |
40.31 |
0.500 |
40.26 |
0.382 |
40.21 |
LOW |
40.05 |
0.618 |
39.79 |
1.000 |
39.63 |
1.618 |
39.37 |
2.618 |
38.95 |
4.250 |
38.27 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.32 |
40.51 |
PP |
40.29 |
40.46 |
S1 |
40.26 |
40.40 |
|