CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
38.98 |
38.75 |
-0.23 |
-0.6% |
39.60 |
High |
39.08 |
38.96 |
-0.12 |
-0.3% |
39.61 |
Low |
38.54 |
38.55 |
0.01 |
0.0% |
38.75 |
Close |
38.62 |
38.82 |
0.20 |
0.5% |
39.02 |
Range |
0.54 |
0.41 |
-0.13 |
-24.1% |
0.86 |
ATR |
0.58 |
0.56 |
-0.01 |
-2.1% |
0.00 |
Volume |
15,683 |
6,469 |
-9,214 |
-58.8% |
65,021 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.01 |
39.82 |
39.05 |
|
R3 |
39.60 |
39.41 |
38.93 |
|
R2 |
39.19 |
39.19 |
38.90 |
|
R1 |
39.00 |
39.00 |
38.86 |
39.10 |
PP |
38.78 |
38.78 |
38.78 |
38.82 |
S1 |
38.59 |
38.59 |
38.78 |
38.69 |
S2 |
38.37 |
38.37 |
38.74 |
|
S3 |
37.96 |
38.18 |
38.71 |
|
S4 |
37.55 |
37.77 |
38.59 |
|
|
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 |
39.40 |
38.54 |
0.86 |
2.2% |
0.44 |
1.1% |
33% |
False |
False |
12,439 |
10 |
39.90 |
38.54 |
1.36 |
3.5% |
0.48 |
1.2% |
21% |
False |
False |
23,820 |
20 |
40.96 |
38.54 |
2.42 |
6.2% |
0.55 |
1.4% |
12% |
False |
False |
37,069 |
40 |
42.26 |
38.54 |
3.72 |
9.6% |
0.62 |
1.6% |
8% |
False |
False |
39,245 |
60 |
42.40 |
38.54 |
3.86 |
9.9% |
0.65 |
1.7% |
7% |
False |
False |
31,673 |
80 |
44.33 |
38.54 |
5.79 |
14.9% |
0.66 |
1.7% |
5% |
False |
False |
25,649 |
100 |
45.48 |
38.54 |
6.94 |
17.9% |
0.69 |
1.8% |
4% |
False |
False |
21,446 |
120 |
45.89 |
38.54 |
7.35 |
18.9% |
0.68 |
1.7% |
4% |
False |
False |
18,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.70 |
2.618 |
40.03 |
1.618 |
39.62 |
1.000 |
39.37 |
0.618 |
39.21 |
HIGH |
38.96 |
0.618 |
38.80 |
0.500 |
38.76 |
0.382 |
38.71 |
LOW |
38.55 |
0.618 |
38.30 |
1.000 |
38.14 |
1.618 |
37.89 |
2.618 |
37.48 |
4.250 |
36.81 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
38.80 |
38.85 |
PP |
38.78 |
38.84 |
S1 |
38.76 |
38.83 |
|