CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
39.60 |
39.29 |
-0.31 |
-0.8% |
39.97 |
High |
39.61 |
39.40 |
-0.21 |
-0.5% |
40.22 |
Low |
39.23 |
39.00 |
-0.23 |
-0.6% |
38.94 |
Close |
39.28 |
39.10 |
-0.18 |
-0.5% |
39.44 |
Range |
0.38 |
0.40 |
0.02 |
5.3% |
1.28 |
ATR |
0.62 |
0.60 |
-0.02 |
-2.5% |
0.00 |
Volume |
24,976 |
7,269 |
-17,707 |
-70.9% |
208,240 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.37 |
40.13 |
39.32 |
|
R3 |
39.97 |
39.73 |
39.21 |
|
R2 |
39.57 |
39.57 |
39.17 |
|
R1 |
39.33 |
39.33 |
39.14 |
39.25 |
PP |
39.17 |
39.17 |
39.17 |
39.13 |
S1 |
38.93 |
38.93 |
39.06 |
38.85 |
S2 |
38.77 |
38.77 |
39.03 |
|
S3 |
38.37 |
38.53 |
38.99 |
|
S4 |
37.97 |
38.13 |
38.88 |
|
|
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 |
39.69 |
38.94 |
0.75 |
1.9% |
0.47 |
1.2% |
21% |
False |
False |
26,258 |
10 |
40.56 |
38.94 |
1.62 |
4.1% |
0.56 |
1.4% |
10% |
False |
False |
37,989 |
20 |
41.09 |
38.94 |
2.15 |
5.5% |
0.59 |
1.5% |
7% |
False |
False |
44,013 |
40 |
42.40 |
38.94 |
3.46 |
8.8% |
0.66 |
1.7% |
5% |
False |
False |
39,794 |
60 |
42.40 |
38.94 |
3.46 |
8.8% |
0.68 |
1.7% |
5% |
False |
False |
31,532 |
80 |
45.23 |
38.94 |
6.29 |
16.1% |
0.68 |
1.7% |
3% |
False |
False |
25,262 |
100 |
45.48 |
38.94 |
6.54 |
16.7% |
0.70 |
1.8% |
2% |
False |
False |
21,025 |
120 |
46.53 |
38.94 |
7.59 |
19.4% |
0.68 |
1.7% |
2% |
False |
False |
17,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.10 |
2.618 |
40.45 |
1.618 |
40.05 |
1.000 |
39.80 |
0.618 |
39.65 |
HIGH |
39.40 |
0.618 |
39.25 |
0.500 |
39.20 |
0.382 |
39.15 |
LOW |
39.00 |
0.618 |
38.75 |
1.000 |
38.60 |
1.618 |
38.35 |
2.618 |
37.95 |
4.250 |
37.30 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.20 |
39.35 |
PP |
39.17 |
39.26 |
S1 |
39.13 |
39.18 |
|