CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
39.31 |
39.20 |
-0.11 |
-0.3% |
40.53 |
High |
39.46 |
39.49 |
0.03 |
0.1% |
40.72 |
Low |
38.96 |
38.94 |
-0.02 |
-0.1% |
39.37 |
Close |
39.06 |
39.33 |
0.27 |
0.7% |
39.83 |
Range |
0.50 |
0.55 |
0.05 |
10.0% |
1.35 |
ATR |
0.65 |
0.65 |
-0.01 |
-1.1% |
0.00 |
Volume |
43,922 |
31,909 |
-12,013 |
-27.4% |
252,395 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.90 |
40.67 |
39.63 |
|
R3 |
40.35 |
40.12 |
39.48 |
|
R2 |
39.80 |
39.80 |
39.43 |
|
R1 |
39.57 |
39.57 |
39.38 |
39.69 |
PP |
39.25 |
39.25 |
39.25 |
39.31 |
S1 |
39.02 |
39.02 |
39.28 |
39.14 |
S2 |
38.70 |
38.70 |
39.23 |
|
S3 |
38.15 |
38.47 |
39.18 |
|
S4 |
37.60 |
37.92 |
39.03 |
|
|
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 |
40.22 |
38.94 |
1.28 |
3.3% |
0.63 |
1.6% |
30% |
False |
True |
44,591 |
10 |
40.96 |
38.94 |
2.02 |
5.1% |
0.61 |
1.6% |
19% |
False |
True |
49,417 |
20 |
42.05 |
38.94 |
3.11 |
7.9% |
0.66 |
1.7% |
13% |
False |
True |
51,735 |
40 |
42.40 |
38.94 |
3.46 |
8.8% |
0.68 |
1.7% |
11% |
False |
True |
39,336 |
60 |
42.61 |
38.94 |
3.67 |
9.3% |
0.69 |
1.8% |
11% |
False |
True |
31,003 |
80 |
45.23 |
38.94 |
6.29 |
16.0% |
0.69 |
1.8% |
6% |
False |
True |
24,742 |
100 |
45.48 |
38.94 |
6.54 |
16.6% |
0.70 |
1.8% |
6% |
False |
True |
20,548 |
120 |
46.53 |
38.94 |
7.59 |
19.3% |
0.69 |
1.7% |
5% |
False |
True |
17,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.83 |
2.618 |
40.93 |
1.618 |
40.38 |
1.000 |
40.04 |
0.618 |
39.83 |
HIGH |
39.49 |
0.618 |
39.28 |
0.500 |
39.22 |
0.382 |
39.15 |
LOW |
38.94 |
0.618 |
38.60 |
1.000 |
38.39 |
1.618 |
38.05 |
2.618 |
37.50 |
4.250 |
36.60 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.29 |
39.42 |
PP |
39.25 |
39.39 |
S1 |
39.22 |
39.36 |
|