CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.17 |
40.41 |
0.24 |
0.6% |
40.52 |
High |
40.56 |
40.49 |
-0.07 |
-0.2% |
41.06 |
Low |
40.12 |
39.76 |
-0.36 |
-0.9% |
39.96 |
Close |
40.40 |
39.99 |
-0.41 |
-1.0% |
40.49 |
Range |
0.44 |
0.73 |
0.29 |
65.9% |
1.10 |
ATR |
0.65 |
0.66 |
0.01 |
0.8% |
0.00 |
Volume |
47,321 |
54,153 |
6,832 |
14.4% |
238,462 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.27 |
41.86 |
40.39 |
|
R3 |
41.54 |
41.13 |
40.19 |
|
R2 |
40.81 |
40.81 |
40.12 |
|
R1 |
40.40 |
40.40 |
40.06 |
40.24 |
PP |
40.08 |
40.08 |
40.08 |
40.00 |
S1 |
39.67 |
39.67 |
39.92 |
39.51 |
S2 |
39.35 |
39.35 |
39.86 |
|
S3 |
38.62 |
38.94 |
39.79 |
|
S4 |
37.89 |
38.21 |
39.59 |
|
|
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 |
39.76 |
1.20 |
3.0% |
0.60 |
1.5% |
19% |
False |
True |
54,244 |
10 |
41.06 |
39.76 |
1.30 |
3.3% |
0.60 |
1.5% |
18% |
False |
True |
47,880 |
20 |
42.05 |
39.76 |
2.29 |
5.7% |
0.67 |
1.7% |
10% |
False |
True |
49,755 |
40 |
42.40 |
39.76 |
2.64 |
6.6% |
0.68 |
1.7% |
9% |
False |
True |
35,459 |
60 |
43.32 |
39.53 |
3.79 |
9.5% |
0.68 |
1.7% |
12% |
False |
False |
27,739 |
80 |
45.48 |
39.53 |
5.95 |
14.9% |
0.71 |
1.8% |
8% |
False |
False |
22,241 |
100 |
45.48 |
39.53 |
5.95 |
14.9% |
0.71 |
1.8% |
8% |
False |
False |
18,491 |
120 |
46.53 |
39.53 |
7.00 |
17.5% |
0.69 |
1.7% |
7% |
False |
False |
15,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.59 |
2.618 |
42.40 |
1.618 |
41.67 |
1.000 |
41.22 |
0.618 |
40.94 |
HIGH |
40.49 |
0.618 |
40.21 |
0.500 |
40.13 |
0.382 |
40.04 |
LOW |
39.76 |
0.618 |
39.31 |
1.000 |
39.03 |
1.618 |
38.58 |
2.618 |
37.85 |
4.250 |
36.66 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
40.13 |
40.16 |
PP |
40.08 |
40.10 |
S1 |
40.04 |
40.05 |
|