CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.41 |
40.05 |
-0.36 |
-0.9% |
40.53 |
High |
40.49 |
40.06 |
-0.43 |
-1.1% |
40.72 |
Low |
39.76 |
39.37 |
-0.39 |
-1.0% |
39.37 |
Close |
39.99 |
39.83 |
-0.16 |
-0.4% |
39.83 |
Range |
0.73 |
0.69 |
-0.04 |
-5.5% |
1.35 |
ATR |
0.66 |
0.66 |
0.00 |
0.3% |
0.00 |
Volume |
54,153 |
37,932 |
-16,221 |
-30.0% |
252,395 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.82 |
41.52 |
40.21 |
|
R3 |
41.13 |
40.83 |
40.02 |
|
R2 |
40.44 |
40.44 |
39.96 |
|
R1 |
40.14 |
40.14 |
39.89 |
39.95 |
PP |
39.75 |
39.75 |
39.75 |
39.66 |
S1 |
39.45 |
39.45 |
39.77 |
39.26 |
S2 |
39.06 |
39.06 |
39.70 |
|
S3 |
38.37 |
38.76 |
39.64 |
|
S4 |
37.68 |
38.07 |
39.45 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.02 |
43.28 |
40.57 |
|
R3 |
42.67 |
41.93 |
40.20 |
|
R2 |
41.32 |
41.32 |
40.08 |
|
R1 |
40.58 |
40.58 |
39.95 |
40.28 |
PP |
39.97 |
39.97 |
39.97 |
39.82 |
S1 |
39.23 |
39.23 |
39.71 |
38.93 |
S2 |
38.62 |
38.62 |
39.58 |
|
S3 |
37.27 |
37.88 |
39.46 |
|
S4 |
35.92 |
36.53 |
39.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.72 |
39.37 |
1.35 |
3.4% |
0.63 |
1.6% |
34% |
False |
True |
50,479 |
10 |
41.06 |
39.37 |
1.69 |
4.2% |
0.63 |
1.6% |
27% |
False |
True |
49,085 |
20 |
42.05 |
39.37 |
2.68 |
6.7% |
0.67 |
1.7% |
17% |
False |
True |
50,110 |
40 |
42.40 |
39.37 |
3.03 |
7.6% |
0.68 |
1.7% |
15% |
False |
True |
36,118 |
60 |
43.22 |
39.37 |
3.85 |
9.7% |
0.68 |
1.7% |
12% |
False |
True |
28,307 |
80 |
45.48 |
39.37 |
6.11 |
15.3% |
0.71 |
1.8% |
8% |
False |
True |
22,666 |
100 |
45.48 |
39.37 |
6.11 |
15.3% |
0.71 |
1.8% |
8% |
False |
True |
18,831 |
120 |
46.53 |
39.37 |
7.16 |
18.0% |
0.69 |
1.7% |
6% |
False |
True |
16,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.99 |
2.618 |
41.87 |
1.618 |
41.18 |
1.000 |
40.75 |
0.618 |
40.49 |
HIGH |
40.06 |
0.618 |
39.80 |
0.500 |
39.72 |
0.382 |
39.63 |
LOW |
39.37 |
0.618 |
38.94 |
1.000 |
38.68 |
1.618 |
38.25 |
2.618 |
37.56 |
4.250 |
36.44 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.79 |
39.97 |
PP |
39.75 |
39.92 |
S1 |
39.72 |
39.88 |
|