CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
38.85 |
38.98 |
0.13 |
0.3% |
39.60 |
High |
39.16 |
39.08 |
-0.08 |
-0.2% |
39.61 |
Low |
38.75 |
38.54 |
-0.21 |
-0.5% |
38.75 |
Close |
39.02 |
38.62 |
-0.40 |
-1.0% |
39.02 |
Range |
0.41 |
0.54 |
0.13 |
31.7% |
0.86 |
ATR |
0.58 |
0.58 |
0.00 |
-0.5% |
0.00 |
Volume |
23,120 |
15,683 |
-7,437 |
-32.2% |
65,021 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.37 |
40.03 |
38.92 |
|
R3 |
39.83 |
39.49 |
38.77 |
|
R2 |
39.29 |
39.29 |
38.72 |
|
R1 |
38.95 |
38.95 |
38.67 |
38.85 |
PP |
38.75 |
38.75 |
38.75 |
38.70 |
S1 |
38.41 |
38.41 |
38.57 |
38.31 |
S2 |
38.21 |
38.21 |
38.52 |
|
S3 |
37.67 |
37.87 |
38.47 |
|
S4 |
37.13 |
37.33 |
38.32 |
|
|
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 |
39.61 |
38.54 |
1.07 |
2.8% |
0.43 |
1.1% |
7% |
False |
True |
16,140 |
10 |
40.22 |
38.54 |
1.68 |
4.4% |
0.51 |
1.3% |
5% |
False |
True |
28,894 |
20 |
41.06 |
38.54 |
2.52 |
6.5% |
0.57 |
1.5% |
3% |
False |
True |
38,990 |
40 |
42.29 |
38.54 |
3.75 |
9.7% |
0.63 |
1.6% |
2% |
False |
True |
39,651 |
60 |
42.40 |
38.54 |
3.86 |
10.0% |
0.66 |
1.7% |
2% |
False |
True |
31,759 |
80 |
44.63 |
38.54 |
6.09 |
15.8% |
0.67 |
1.7% |
1% |
False |
True |
25,652 |
100 |
45.48 |
38.54 |
6.94 |
18.0% |
0.69 |
1.8% |
1% |
False |
True |
21,415 |
120 |
46.53 |
38.54 |
7.99 |
20.7% |
0.68 |
1.8% |
1% |
False |
True |
18,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.38 |
2.618 |
40.49 |
1.618 |
39.95 |
1.000 |
39.62 |
0.618 |
39.41 |
HIGH |
39.08 |
0.618 |
38.87 |
0.500 |
38.81 |
0.382 |
38.75 |
LOW |
38.54 |
0.618 |
38.21 |
1.000 |
38.00 |
1.618 |
37.67 |
2.618 |
37.13 |
4.250 |
36.25 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
38.81 |
38.89 |
PP |
38.75 |
38.80 |
S1 |
38.68 |
38.71 |
|