CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
39.76 |
39.31 |
-0.45 |
-1.1% |
40.53 |
High |
39.90 |
39.46 |
-0.44 |
-1.1% |
40.72 |
Low |
39.28 |
38.96 |
-0.32 |
-0.8% |
39.37 |
Close |
39.31 |
39.06 |
-0.25 |
-0.6% |
39.83 |
Range |
0.62 |
0.50 |
-0.12 |
-19.4% |
1.35 |
ATR |
0.67 |
0.65 |
-0.01 |
-1.8% |
0.00 |
Volume |
51,983 |
43,922 |
-8,061 |
-15.5% |
252,395 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.66 |
40.36 |
39.34 |
|
R3 |
40.16 |
39.86 |
39.20 |
|
R2 |
39.66 |
39.66 |
39.15 |
|
R1 |
39.36 |
39.36 |
39.11 |
39.26 |
PP |
39.16 |
39.16 |
39.16 |
39.11 |
S1 |
38.86 |
38.86 |
39.01 |
38.76 |
S2 |
38.66 |
38.66 |
38.97 |
|
S3 |
38.16 |
38.36 |
38.92 |
|
S4 |
37.66 |
37.86 |
38.79 |
|
|
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 |
40.49 |
38.96 |
1.53 |
3.9% |
0.66 |
1.7% |
7% |
False |
True |
49,040 |
10 |
40.96 |
38.96 |
2.00 |
5.1% |
0.62 |
1.6% |
5% |
False |
True |
49,901 |
20 |
42.05 |
38.96 |
3.09 |
7.9% |
0.66 |
1.7% |
3% |
False |
True |
51,967 |
40 |
42.40 |
38.96 |
3.44 |
8.8% |
0.68 |
1.7% |
3% |
False |
True |
38,912 |
60 |
42.65 |
38.96 |
3.69 |
9.4% |
0.69 |
1.8% |
3% |
False |
True |
30,595 |
80 |
45.28 |
38.96 |
6.32 |
16.2% |
0.69 |
1.8% |
2% |
False |
True |
24,418 |
100 |
45.48 |
38.96 |
6.52 |
16.7% |
0.70 |
1.8% |
2% |
False |
True |
20,254 |
120 |
46.53 |
38.96 |
7.57 |
19.4% |
0.69 |
1.8% |
1% |
False |
True |
17,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.59 |
2.618 |
40.77 |
1.618 |
40.27 |
1.000 |
39.96 |
0.618 |
39.77 |
HIGH |
39.46 |
0.618 |
39.27 |
0.500 |
39.21 |
0.382 |
39.15 |
LOW |
38.96 |
0.618 |
38.65 |
1.000 |
38.46 |
1.618 |
38.15 |
2.618 |
37.65 |
4.250 |
36.84 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.21 |
39.59 |
PP |
39.16 |
39.41 |
S1 |
39.11 |
39.24 |
|