CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
39.33 |
39.60 |
0.27 |
0.7% |
39.97 |
High |
39.69 |
39.61 |
-0.08 |
-0.2% |
40.22 |
Low |
39.15 |
39.23 |
0.08 |
0.2% |
38.94 |
Close |
39.44 |
39.28 |
-0.16 |
-0.4% |
39.44 |
Range |
0.54 |
0.38 |
-0.16 |
-29.6% |
1.28 |
ATR |
0.64 |
0.62 |
-0.02 |
-2.9% |
0.00 |
Volume |
23,215 |
24,976 |
1,761 |
7.6% |
208,240 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.51 |
40.28 |
39.49 |
|
R3 |
40.13 |
39.90 |
39.38 |
|
R2 |
39.75 |
39.75 |
39.35 |
|
R1 |
39.52 |
39.52 |
39.31 |
39.45 |
PP |
39.37 |
39.37 |
39.37 |
39.34 |
S1 |
39.14 |
39.14 |
39.25 |
39.07 |
S2 |
38.99 |
38.99 |
39.21 |
|
S3 |
38.61 |
38.76 |
39.18 |
|
S4 |
38.23 |
38.38 |
39.07 |
|
|
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 |
39.90 |
38.94 |
0.96 |
2.4% |
0.52 |
1.3% |
35% |
False |
False |
35,201 |
10 |
40.56 |
38.94 |
1.62 |
4.1% |
0.59 |
1.5% |
21% |
False |
False |
43,484 |
20 |
41.58 |
38.94 |
2.64 |
6.7% |
0.61 |
1.5% |
13% |
False |
False |
46,790 |
40 |
42.40 |
38.94 |
3.46 |
8.8% |
0.67 |
1.7% |
10% |
False |
False |
39,925 |
60 |
42.40 |
38.94 |
3.46 |
8.8% |
0.69 |
1.8% |
10% |
False |
False |
31,553 |
80 |
45.23 |
38.94 |
6.29 |
16.0% |
0.68 |
1.7% |
5% |
False |
False |
25,222 |
100 |
45.48 |
38.94 |
6.54 |
16.6% |
0.70 |
1.8% |
5% |
False |
False |
20,980 |
120 |
46.53 |
38.94 |
7.59 |
19.3% |
0.69 |
1.7% |
4% |
False |
False |
17,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.23 |
2.618 |
40.60 |
1.618 |
40.22 |
1.000 |
39.99 |
0.618 |
39.84 |
HIGH |
39.61 |
0.618 |
39.46 |
0.500 |
39.42 |
0.382 |
39.38 |
LOW |
39.23 |
0.618 |
39.00 |
1.000 |
38.85 |
1.618 |
38.62 |
2.618 |
38.24 |
4.250 |
37.62 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.42 |
39.32 |
PP |
39.37 |
39.30 |
S1 |
39.33 |
39.29 |
|