CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
40.05 |
39.97 |
-0.08 |
-0.2% |
40.53 |
High |
40.06 |
40.22 |
0.16 |
0.4% |
40.72 |
Low |
39.37 |
39.45 |
0.08 |
0.2% |
39.37 |
Close |
39.83 |
39.75 |
-0.08 |
-0.2% |
39.83 |
Range |
0.69 |
0.77 |
0.08 |
11.6% |
1.35 |
ATR |
0.66 |
0.67 |
0.01 |
1.2% |
0.00 |
Volume |
37,932 |
57,211 |
19,279 |
50.8% |
252,395 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.12 |
41.70 |
40.17 |
|
R3 |
41.35 |
40.93 |
39.96 |
|
R2 |
40.58 |
40.58 |
39.89 |
|
R1 |
40.16 |
40.16 |
39.82 |
39.99 |
PP |
39.81 |
39.81 |
39.81 |
39.72 |
S1 |
39.39 |
39.39 |
39.68 |
39.22 |
S2 |
39.04 |
39.04 |
39.61 |
|
S3 |
38.27 |
38.62 |
39.54 |
|
S4 |
37.50 |
37.85 |
39.33 |
|
|
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 |
40.56 |
39.37 |
1.19 |
3.0% |
0.67 |
1.7% |
32% |
False |
False |
51,768 |
10 |
40.96 |
39.37 |
1.59 |
4.0% |
0.63 |
1.6% |
24% |
False |
False |
50,318 |
20 |
42.05 |
39.37 |
2.68 |
6.7% |
0.67 |
1.7% |
14% |
False |
False |
51,133 |
40 |
42.40 |
39.37 |
3.03 |
7.6% |
0.68 |
1.7% |
13% |
False |
False |
37,214 |
60 |
42.75 |
39.37 |
3.38 |
8.5% |
0.68 |
1.7% |
11% |
False |
False |
29,193 |
80 |
45.48 |
39.37 |
6.11 |
15.4% |
0.71 |
1.8% |
6% |
False |
False |
23,329 |
100 |
45.48 |
39.37 |
6.11 |
15.4% |
0.71 |
1.8% |
6% |
False |
False |
19,357 |
120 |
46.53 |
39.37 |
7.16 |
18.0% |
0.69 |
1.7% |
5% |
False |
False |
16,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.49 |
2.618 |
42.24 |
1.618 |
41.47 |
1.000 |
40.99 |
0.618 |
40.70 |
HIGH |
40.22 |
0.618 |
39.93 |
0.500 |
39.84 |
0.382 |
39.74 |
LOW |
39.45 |
0.618 |
38.97 |
1.000 |
38.68 |
1.618 |
38.20 |
2.618 |
37.43 |
4.250 |
36.18 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.84 |
39.93 |
PP |
39.81 |
39.87 |
S1 |
39.78 |
39.81 |
|