CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.38 |
40.58 |
0.20 |
0.5% |
40.52 |
High |
40.71 |
40.96 |
0.25 |
0.6% |
41.06 |
Low |
40.06 |
40.40 |
0.34 |
0.8% |
39.96 |
Close |
40.61 |
40.49 |
-0.12 |
-0.3% |
40.49 |
Range |
0.65 |
0.56 |
-0.09 |
-13.8% |
1.10 |
ATR |
0.68 |
0.68 |
-0.01 |
-1.3% |
0.00 |
Volume |
36,743 |
56,757 |
20,014 |
54.5% |
238,462 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.30 |
41.95 |
40.80 |
|
R3 |
41.74 |
41.39 |
40.64 |
|
R2 |
41.18 |
41.18 |
40.59 |
|
R1 |
40.83 |
40.83 |
40.54 |
40.73 |
PP |
40.62 |
40.62 |
40.62 |
40.56 |
S1 |
40.27 |
40.27 |
40.44 |
40.17 |
S2 |
40.06 |
40.06 |
40.39 |
|
S3 |
39.50 |
39.71 |
40.34 |
|
S4 |
38.94 |
39.15 |
40.18 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.80 |
43.25 |
41.10 |
|
R3 |
42.70 |
42.15 |
40.79 |
|
R2 |
41.60 |
41.60 |
40.69 |
|
R1 |
41.05 |
41.05 |
40.59 |
40.78 |
PP |
40.50 |
40.50 |
40.50 |
40.37 |
S1 |
39.95 |
39.95 |
40.39 |
39.68 |
S2 |
39.40 |
39.40 |
40.29 |
|
S3 |
38.30 |
38.85 |
40.19 |
|
S4 |
37.20 |
37.75 |
39.89 |
|
|
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% |
0.62 |
1.5% |
48% |
False |
False |
47,692 |
10 |
41.88 |
39.96 |
1.92 |
4.7% |
0.62 |
1.5% |
28% |
False |
False |
50,836 |
20 |
42.05 |
39.96 |
2.09 |
5.2% |
0.68 |
1.7% |
25% |
False |
False |
46,188 |
40 |
42.40 |
39.96 |
2.44 |
6.0% |
0.70 |
1.7% |
22% |
False |
False |
31,934 |
60 |
43.46 |
39.53 |
3.93 |
9.7% |
0.69 |
1.7% |
24% |
False |
False |
24,598 |
80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.72 |
1.8% |
16% |
False |
False |
19,744 |
100 |
45.75 |
39.53 |
6.22 |
15.4% |
0.71 |
1.8% |
15% |
False |
False |
16,438 |
120 |
48.27 |
39.53 |
8.74 |
21.6% |
0.70 |
1.7% |
11% |
False |
False |
14,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.34 |
2.618 |
42.43 |
1.618 |
41.87 |
1.000 |
41.52 |
0.618 |
41.31 |
HIGH |
40.96 |
0.618 |
40.75 |
0.500 |
40.68 |
0.382 |
40.61 |
LOW |
40.40 |
0.618 |
40.05 |
1.000 |
39.84 |
1.618 |
39.49 |
2.618 |
38.93 |
4.250 |
38.02 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.68 |
40.51 |
PP |
40.62 |
40.50 |
S1 |
40.55 |
40.50 |
|