CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.29 |
40.17 |
-0.12 |
-0.3% |
40.52 |
High |
40.55 |
40.56 |
0.01 |
0.0% |
41.06 |
Low |
39.83 |
40.12 |
0.29 |
0.7% |
39.96 |
Close |
40.11 |
40.40 |
0.29 |
0.7% |
40.49 |
Range |
0.72 |
0.44 |
-0.28 |
-38.9% |
1.10 |
ATR |
0.67 |
0.65 |
-0.02 |
-2.3% |
0.00 |
Volume |
62,225 |
47,321 |
-14,904 |
-24.0% |
238,462 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.68 |
41.48 |
40.64 |
|
R3 |
41.24 |
41.04 |
40.52 |
|
R2 |
40.80 |
40.80 |
40.48 |
|
R1 |
40.60 |
40.60 |
40.44 |
40.70 |
PP |
40.36 |
40.36 |
40.36 |
40.41 |
S1 |
40.16 |
40.16 |
40.36 |
40.26 |
S2 |
39.92 |
39.92 |
40.32 |
|
S3 |
39.48 |
39.72 |
40.28 |
|
S4 |
39.04 |
39.28 |
40.16 |
|
|
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% |
50% |
False |
False |
50,762 |
10 |
41.06 |
39.83 |
1.23 |
3.0% |
0.60 |
1.5% |
46% |
False |
False |
48,783 |
20 |
42.05 |
39.83 |
2.22 |
5.5% |
0.65 |
1.6% |
26% |
False |
False |
48,843 |
40 |
42.40 |
39.83 |
2.57 |
6.4% |
0.69 |
1.7% |
22% |
False |
False |
34,473 |
60 |
43.32 |
39.53 |
3.79 |
9.4% |
0.68 |
1.7% |
23% |
False |
False |
26,918 |
80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.71 |
1.8% |
15% |
False |
False |
21,625 |
100 |
45.61 |
39.53 |
6.08 |
15.0% |
0.71 |
1.8% |
14% |
False |
False |
17,971 |
120 |
46.53 |
39.53 |
7.00 |
17.3% |
0.69 |
1.7% |
12% |
False |
False |
15,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.43 |
2.618 |
41.71 |
1.618 |
41.27 |
1.000 |
41.00 |
0.618 |
40.83 |
HIGH |
40.56 |
0.618 |
40.39 |
0.500 |
40.34 |
0.382 |
40.29 |
LOW |
40.12 |
0.618 |
39.85 |
1.000 |
39.68 |
1.618 |
39.41 |
2.618 |
38.97 |
4.250 |
38.25 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.38 |
40.36 |
PP |
40.36 |
40.32 |
S1 |
40.34 |
40.28 |
|