CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
39.20 |
39.33 |
0.13 |
0.3% |
39.97 |
High |
39.49 |
39.69 |
0.20 |
0.5% |
40.22 |
Low |
38.94 |
39.15 |
0.21 |
0.5% |
38.94 |
Close |
39.33 |
39.44 |
0.11 |
0.3% |
39.44 |
Range |
0.55 |
0.54 |
-0.01 |
-1.8% |
1.28 |
ATR |
0.65 |
0.64 |
-0.01 |
-1.2% |
0.00 |
Volume |
31,909 |
23,215 |
-8,694 |
-27.2% |
208,240 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.05 |
40.78 |
39.74 |
|
R3 |
40.51 |
40.24 |
39.59 |
|
R2 |
39.97 |
39.97 |
39.54 |
|
R1 |
39.70 |
39.70 |
39.49 |
39.84 |
PP |
39.43 |
39.43 |
39.43 |
39.49 |
S1 |
39.16 |
39.16 |
39.39 |
39.30 |
S2 |
38.89 |
38.89 |
39.34 |
|
S3 |
38.35 |
38.62 |
39.29 |
|
S4 |
37.81 |
38.08 |
39.14 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.37 |
42.69 |
40.14 |
|
R3 |
42.09 |
41.41 |
39.79 |
|
R2 |
40.81 |
40.81 |
39.67 |
|
R1 |
40.13 |
40.13 |
39.56 |
39.83 |
PP |
39.53 |
39.53 |
39.53 |
39.39 |
S1 |
38.85 |
38.85 |
39.32 |
38.55 |
S2 |
38.25 |
38.25 |
39.21 |
|
S3 |
36.97 |
37.57 |
39.09 |
|
S4 |
35.69 |
36.29 |
38.74 |
|
|
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 |
3.2% |
0.60 |
1.5% |
39% |
False |
False |
41,648 |
10 |
40.72 |
38.94 |
1.78 |
4.5% |
0.61 |
1.5% |
28% |
False |
False |
46,063 |
20 |
41.88 |
38.94 |
2.94 |
7.5% |
0.61 |
1.6% |
17% |
False |
False |
48,449 |
40 |
42.40 |
38.94 |
3.46 |
8.8% |
0.68 |
1.7% |
14% |
False |
False |
39,555 |
60 |
42.61 |
38.94 |
3.67 |
9.3% |
0.69 |
1.8% |
14% |
False |
False |
31,285 |
80 |
45.23 |
38.94 |
6.29 |
15.9% |
0.69 |
1.8% |
8% |
False |
False |
24,967 |
100 |
45.48 |
38.94 |
6.54 |
16.6% |
0.70 |
1.8% |
8% |
False |
False |
20,748 |
120 |
46.53 |
38.94 |
7.59 |
19.2% |
0.69 |
1.7% |
7% |
False |
False |
17,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.99 |
2.618 |
41.10 |
1.618 |
40.56 |
1.000 |
40.23 |
0.618 |
40.02 |
HIGH |
39.69 |
0.618 |
39.48 |
0.500 |
39.42 |
0.382 |
39.36 |
LOW |
39.15 |
0.618 |
38.82 |
1.000 |
38.61 |
1.618 |
38.28 |
2.618 |
37.74 |
4.250 |
36.86 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.43 |
39.40 |
PP |
39.43 |
39.36 |
S1 |
39.42 |
39.32 |
|