CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.58 |
40.53 |
-0.05 |
-0.1% |
40.52 |
High |
40.96 |
40.72 |
-0.24 |
-0.6% |
41.06 |
Low |
40.40 |
40.17 |
-0.23 |
-0.6% |
39.96 |
Close |
40.49 |
40.22 |
-0.27 |
-0.7% |
40.49 |
Range |
0.56 |
0.55 |
-0.01 |
-1.8% |
1.10 |
ATR |
0.68 |
0.67 |
-0.01 |
-1.3% |
0.00 |
Volume |
56,757 |
50,764 |
-5,993 |
-10.6% |
238,462 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.02 |
41.67 |
40.52 |
|
R3 |
41.47 |
41.12 |
40.37 |
|
R2 |
40.92 |
40.92 |
40.32 |
|
R1 |
40.57 |
40.57 |
40.27 |
40.47 |
PP |
40.37 |
40.37 |
40.37 |
40.32 |
S1 |
40.02 |
40.02 |
40.17 |
39.92 |
S2 |
39.82 |
39.82 |
40.12 |
|
S3 |
39.27 |
39.47 |
40.07 |
|
S4 |
38.72 |
38.92 |
39.92 |
|
|
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 |
40.96 |
39.96 |
1.00 |
2.5% |
0.58 |
1.4% |
26% |
False |
False |
48,869 |
10 |
41.58 |
39.96 |
1.62 |
4.0% |
0.62 |
1.5% |
16% |
False |
False |
50,095 |
20 |
42.05 |
39.96 |
2.09 |
5.2% |
0.67 |
1.7% |
12% |
False |
False |
46,558 |
40 |
42.40 |
39.96 |
2.44 |
6.1% |
0.69 |
1.7% |
11% |
False |
False |
32,535 |
60 |
43.32 |
39.53 |
3.79 |
9.4% |
0.68 |
1.7% |
18% |
False |
False |
25,303 |
80 |
45.48 |
39.53 |
5.95 |
14.8% |
0.71 |
1.8% |
12% |
False |
False |
20,342 |
100 |
45.75 |
39.53 |
6.22 |
15.5% |
0.71 |
1.8% |
11% |
False |
False |
16,919 |
120 |
48.24 |
39.53 |
8.71 |
21.7% |
0.70 |
1.7% |
8% |
False |
False |
14,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.06 |
2.618 |
42.16 |
1.618 |
41.61 |
1.000 |
41.27 |
0.618 |
41.06 |
HIGH |
40.72 |
0.618 |
40.51 |
0.500 |
40.45 |
0.382 |
40.38 |
LOW |
40.17 |
0.618 |
39.83 |
1.000 |
39.62 |
1.618 |
39.28 |
2.618 |
38.73 |
4.250 |
37.83 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.45 |
40.51 |
PP |
40.37 |
40.41 |
S1 |
40.30 |
40.32 |
|