CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
39.29 |
39.10 |
-0.19 |
-0.5% |
39.97 |
High |
39.40 |
39.24 |
-0.16 |
-0.4% |
40.22 |
Low |
39.00 |
38.82 |
-0.18 |
-0.5% |
38.94 |
Close |
39.10 |
38.87 |
-0.23 |
-0.6% |
39.44 |
Range |
0.40 |
0.42 |
0.02 |
5.0% |
1.28 |
ATR |
0.60 |
0.59 |
-0.01 |
-2.2% |
0.00 |
Volume |
7,269 |
9,656 |
2,387 |
32.8% |
208,240 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.24 |
39.97 |
39.10 |
|
R3 |
39.82 |
39.55 |
38.99 |
|
R2 |
39.40 |
39.40 |
38.95 |
|
R1 |
39.13 |
39.13 |
38.91 |
39.06 |
PP |
38.98 |
38.98 |
38.98 |
38.94 |
S1 |
38.71 |
38.71 |
38.83 |
38.64 |
S2 |
38.56 |
38.56 |
38.79 |
|
S3 |
38.14 |
38.29 |
38.75 |
|
S4 |
37.72 |
37.87 |
38.64 |
|
|
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 |
38.82 |
0.87 |
2.2% |
0.46 |
1.2% |
6% |
False |
True |
19,405 |
10 |
40.49 |
38.82 |
1.67 |
4.3% |
0.56 |
1.4% |
3% |
False |
True |
34,222 |
20 |
41.06 |
38.82 |
2.24 |
5.8% |
0.58 |
1.5% |
2% |
False |
True |
41,503 |
40 |
42.40 |
38.82 |
3.58 |
9.2% |
0.65 |
1.7% |
1% |
False |
True |
39,584 |
60 |
42.40 |
38.82 |
3.58 |
9.2% |
0.67 |
1.7% |
1% |
False |
True |
31,512 |
80 |
44.63 |
38.82 |
5.81 |
14.9% |
0.67 |
1.7% |
1% |
False |
True |
25,322 |
100 |
45.48 |
38.82 |
6.66 |
17.1% |
0.69 |
1.8% |
1% |
False |
True |
21,105 |
120 |
46.53 |
38.82 |
7.71 |
19.8% |
0.68 |
1.8% |
1% |
False |
True |
18,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.03 |
2.618 |
40.34 |
1.618 |
39.92 |
1.000 |
39.66 |
0.618 |
39.50 |
HIGH |
39.24 |
0.618 |
39.08 |
0.500 |
39.03 |
0.382 |
38.98 |
LOW |
38.82 |
0.618 |
38.56 |
1.000 |
38.40 |
1.618 |
38.14 |
2.618 |
37.72 |
4.250 |
37.04 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.03 |
39.22 |
PP |
38.98 |
39.10 |
S1 |
38.92 |
38.99 |
|