CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.18 |
40.38 |
0.20 |
0.5% |
41.47 |
High |
40.47 |
40.71 |
0.24 |
0.6% |
41.58 |
Low |
40.05 |
40.06 |
0.01 |
0.0% |
40.20 |
Close |
40.35 |
40.61 |
0.26 |
0.6% |
40.46 |
Range |
0.42 |
0.65 |
0.23 |
54.8% |
1.38 |
ATR |
0.69 |
0.68 |
0.00 |
-0.4% |
0.00 |
Volume |
48,137 |
36,743 |
-11,394 |
-23.7% |
211,730 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.41 |
42.16 |
40.97 |
|
R3 |
41.76 |
41.51 |
40.79 |
|
R2 |
41.11 |
41.11 |
40.73 |
|
R1 |
40.86 |
40.86 |
40.67 |
40.99 |
PP |
40.46 |
40.46 |
40.46 |
40.52 |
S1 |
40.21 |
40.21 |
40.55 |
40.34 |
S2 |
39.81 |
39.81 |
40.49 |
|
S3 |
39.16 |
39.56 |
40.43 |
|
S4 |
38.51 |
38.91 |
40.25 |
|
|
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% |
0.59 |
1.5% |
59% |
False |
False |
41,516 |
10 |
42.05 |
39.96 |
2.09 |
5.1% |
0.72 |
1.8% |
31% |
False |
False |
54,052 |
20 |
42.05 |
39.96 |
2.09 |
5.1% |
0.70 |
1.7% |
31% |
False |
False |
45,366 |
40 |
42.40 |
39.96 |
2.44 |
6.0% |
0.70 |
1.7% |
27% |
False |
False |
30,996 |
60 |
43.46 |
39.53 |
3.93 |
9.7% |
0.69 |
1.7% |
27% |
False |
False |
23,761 |
80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.72 |
1.8% |
18% |
False |
False |
19,087 |
100 |
45.75 |
39.53 |
6.22 |
15.3% |
0.71 |
1.7% |
17% |
False |
False |
15,887 |
120 |
48.27 |
39.53 |
8.74 |
21.5% |
0.70 |
1.7% |
12% |
False |
False |
13,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.47 |
2.618 |
42.41 |
1.618 |
41.76 |
1.000 |
41.36 |
0.618 |
41.11 |
HIGH |
40.71 |
0.618 |
40.46 |
0.500 |
40.39 |
0.382 |
40.31 |
LOW |
40.06 |
0.618 |
39.66 |
1.000 |
39.41 |
1.618 |
39.01 |
2.618 |
38.36 |
4.250 |
37.30 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.54 |
40.52 |
PP |
40.46 |
40.43 |
S1 |
40.39 |
40.34 |
|