CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
39.97 |
39.76 |
-0.21 |
-0.5% |
40.53 |
High |
40.22 |
39.90 |
-0.32 |
-0.8% |
40.72 |
Low |
39.45 |
39.28 |
-0.17 |
-0.4% |
39.37 |
Close |
39.75 |
39.31 |
-0.44 |
-1.1% |
39.83 |
Range |
0.77 |
0.62 |
-0.15 |
-19.5% |
1.35 |
ATR |
0.67 |
0.67 |
0.00 |
-0.5% |
0.00 |
Volume |
57,211 |
51,983 |
-5,228 |
-9.1% |
252,395 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.36 |
40.95 |
39.65 |
|
R3 |
40.74 |
40.33 |
39.48 |
|
R2 |
40.12 |
40.12 |
39.42 |
|
R1 |
39.71 |
39.71 |
39.37 |
39.61 |
PP |
39.50 |
39.50 |
39.50 |
39.44 |
S1 |
39.09 |
39.09 |
39.25 |
38.99 |
S2 |
38.88 |
38.88 |
39.20 |
|
S3 |
38.26 |
38.47 |
39.14 |
|
S4 |
37.64 |
37.85 |
38.97 |
|
|
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 |
39.28 |
1.28 |
3.3% |
0.65 |
1.7% |
2% |
False |
True |
49,720 |
10 |
40.96 |
39.28 |
1.68 |
4.3% |
0.62 |
1.6% |
2% |
False |
True |
50,322 |
20 |
42.05 |
39.28 |
2.77 |
7.0% |
0.66 |
1.7% |
1% |
False |
True |
51,738 |
40 |
42.40 |
39.28 |
3.12 |
7.9% |
0.68 |
1.7% |
1% |
False |
True |
38,105 |
60 |
42.75 |
39.28 |
3.47 |
8.8% |
0.69 |
1.8% |
1% |
False |
True |
30,002 |
80 |
45.48 |
39.28 |
6.20 |
15.8% |
0.71 |
1.8% |
0% |
False |
True |
23,938 |
100 |
45.48 |
39.28 |
6.20 |
15.8% |
0.71 |
1.8% |
0% |
False |
True |
19,837 |
120 |
46.53 |
39.28 |
7.25 |
18.4% |
0.69 |
1.8% |
0% |
False |
True |
16,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.54 |
2.618 |
41.52 |
1.618 |
40.90 |
1.000 |
40.52 |
0.618 |
40.28 |
HIGH |
39.90 |
0.618 |
39.66 |
0.500 |
39.59 |
0.382 |
39.52 |
LOW |
39.28 |
0.618 |
38.90 |
1.000 |
38.66 |
1.618 |
38.28 |
2.618 |
37.66 |
4.250 |
36.65 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.59 |
39.75 |
PP |
39.50 |
39.60 |
S1 |
39.40 |
39.46 |
|