CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
39.10 |
38.85 |
-0.25 |
-0.6% |
39.60 |
High |
39.24 |
39.16 |
-0.08 |
-0.2% |
39.61 |
Low |
38.82 |
38.75 |
-0.07 |
-0.2% |
38.75 |
Close |
38.87 |
39.02 |
0.15 |
0.4% |
39.02 |
Range |
0.42 |
0.41 |
-0.01 |
-2.4% |
0.86 |
ATR |
0.59 |
0.58 |
-0.01 |
-2.2% |
0.00 |
Volume |
9,656 |
23,120 |
13,464 |
139.4% |
65,021 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.21 |
40.02 |
39.25 |
|
R3 |
39.80 |
39.61 |
39.13 |
|
R2 |
39.39 |
39.39 |
39.10 |
|
R1 |
39.20 |
39.20 |
39.06 |
39.30 |
PP |
38.98 |
38.98 |
38.98 |
39.02 |
S1 |
38.79 |
38.79 |
38.98 |
38.89 |
S2 |
38.57 |
38.57 |
38.94 |
|
S3 |
38.16 |
38.38 |
38.91 |
|
S4 |
37.75 |
37.97 |
38.79 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.71 |
41.22 |
39.49 |
|
R3 |
40.85 |
40.36 |
39.26 |
|
R2 |
39.99 |
39.99 |
39.18 |
|
R1 |
39.50 |
39.50 |
39.10 |
39.32 |
PP |
39.13 |
39.13 |
39.13 |
39.03 |
S1 |
38.64 |
38.64 |
38.94 |
38.46 |
S2 |
38.27 |
38.27 |
38.86 |
|
S3 |
37.41 |
37.78 |
38.78 |
|
S4 |
36.55 |
36.92 |
38.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.69 |
38.75 |
0.94 |
2.4% |
0.43 |
1.1% |
29% |
False |
True |
17,647 |
10 |
40.22 |
38.75 |
1.47 |
3.8% |
0.53 |
1.4% |
18% |
False |
True |
31,119 |
20 |
41.06 |
38.75 |
2.31 |
5.9% |
0.56 |
1.4% |
12% |
False |
True |
39,499 |
40 |
42.40 |
38.75 |
3.65 |
9.4% |
0.64 |
1.6% |
7% |
False |
True |
39,782 |
60 |
42.40 |
38.75 |
3.65 |
9.4% |
0.66 |
1.7% |
7% |
False |
True |
31,765 |
80 |
44.63 |
38.75 |
5.88 |
15.1% |
0.67 |
1.7% |
5% |
False |
True |
25,524 |
100 |
45.48 |
38.75 |
6.73 |
17.2% |
0.69 |
1.8% |
4% |
False |
True |
21,311 |
120 |
46.53 |
38.75 |
7.78 |
19.9% |
0.68 |
1.7% |
3% |
False |
True |
18,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.90 |
2.618 |
40.23 |
1.618 |
39.82 |
1.000 |
39.57 |
0.618 |
39.41 |
HIGH |
39.16 |
0.618 |
39.00 |
0.500 |
38.96 |
0.382 |
38.91 |
LOW |
38.75 |
0.618 |
38.50 |
1.000 |
38.34 |
1.618 |
38.09 |
2.618 |
37.68 |
4.250 |
37.01 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
39.00 |
39.08 |
PP |
38.98 |
39.06 |
S1 |
38.96 |
39.04 |
|