CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.53 |
40.29 |
-0.24 |
-0.6% |
40.52 |
High |
40.72 |
40.55 |
-0.17 |
-0.4% |
41.06 |
Low |
40.17 |
39.83 |
-0.34 |
-0.8% |
39.96 |
Close |
40.22 |
40.11 |
-0.11 |
-0.3% |
40.49 |
Range |
0.55 |
0.72 |
0.17 |
30.9% |
1.10 |
ATR |
0.67 |
0.67 |
0.00 |
0.6% |
0.00 |
Volume |
50,764 |
62,225 |
11,461 |
22.6% |
238,462 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.32 |
41.94 |
40.51 |
|
R3 |
41.60 |
41.22 |
40.31 |
|
R2 |
40.88 |
40.88 |
40.24 |
|
R1 |
40.50 |
40.50 |
40.18 |
40.33 |
PP |
40.16 |
40.16 |
40.16 |
40.08 |
S1 |
39.78 |
39.78 |
40.04 |
39.61 |
S2 |
39.44 |
39.44 |
39.98 |
|
S3 |
38.72 |
39.06 |
39.91 |
|
S4 |
38.00 |
38.34 |
39.71 |
|
|
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 |
39.83 |
1.13 |
2.8% |
0.58 |
1.4% |
25% |
False |
True |
50,925 |
10 |
41.09 |
39.83 |
1.26 |
3.1% |
0.61 |
1.5% |
22% |
False |
True |
50,037 |
20 |
42.05 |
39.83 |
2.22 |
5.5% |
0.69 |
1.7% |
13% |
False |
True |
48,191 |
40 |
42.40 |
39.83 |
2.57 |
6.4% |
0.69 |
1.7% |
11% |
False |
True |
33,560 |
60 |
43.32 |
39.53 |
3.79 |
9.4% |
0.69 |
1.7% |
15% |
False |
False |
26,220 |
80 |
45.48 |
39.53 |
5.95 |
14.8% |
0.71 |
1.8% |
10% |
False |
False |
21,078 |
100 |
45.75 |
39.53 |
6.22 |
15.5% |
0.71 |
1.8% |
9% |
False |
False |
17,519 |
120 |
47.18 |
39.53 |
7.65 |
19.1% |
0.69 |
1.7% |
8% |
False |
False |
14,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.61 |
2.618 |
42.43 |
1.618 |
41.71 |
1.000 |
41.27 |
0.618 |
40.99 |
HIGH |
40.55 |
0.618 |
40.27 |
0.500 |
40.19 |
0.382 |
40.11 |
LOW |
39.83 |
0.618 |
39.39 |
1.000 |
39.11 |
1.618 |
38.67 |
2.618 |
37.95 |
4.250 |
36.77 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.19 |
40.40 |
PP |
40.16 |
40.30 |
S1 |
40.14 |
40.21 |
|