CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
38.75 |
38.67 |
-0.08 |
-0.2% |
39.60 |
High |
38.96 |
38.87 |
-0.09 |
-0.2% |
39.61 |
Low |
38.55 |
38.33 |
-0.22 |
-0.6% |
38.75 |
Close |
38.82 |
38.51 |
-0.31 |
-0.8% |
39.02 |
Range |
0.41 |
0.54 |
0.13 |
31.7% |
0.86 |
ATR |
0.56 |
0.56 |
0.00 |
-0.3% |
0.00 |
Volume |
6,469 |
2,919 |
-3,550 |
-54.9% |
65,021 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.19 |
39.89 |
38.81 |
|
R3 |
39.65 |
39.35 |
38.66 |
|
R2 |
39.11 |
39.11 |
38.61 |
|
R1 |
38.81 |
38.81 |
38.56 |
38.69 |
PP |
38.57 |
38.57 |
38.57 |
38.51 |
S1 |
38.27 |
38.27 |
38.46 |
38.15 |
S2 |
38.03 |
38.03 |
38.41 |
|
S3 |
37.49 |
37.73 |
38.36 |
|
S4 |
36.95 |
37.19 |
38.21 |
|
|
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 |
39.24 |
38.33 |
0.91 |
2.4% |
0.46 |
1.2% |
20% |
False |
True |
11,569 |
10 |
39.69 |
38.33 |
1.36 |
3.5% |
0.47 |
1.2% |
13% |
False |
True |
18,913 |
20 |
40.96 |
38.33 |
2.63 |
6.8% |
0.54 |
1.4% |
7% |
False |
True |
34,618 |
40 |
42.05 |
38.33 |
3.72 |
9.7% |
0.61 |
1.6% |
5% |
False |
True |
38,803 |
60 |
42.40 |
38.33 |
4.07 |
10.6% |
0.65 |
1.7% |
4% |
False |
True |
31,524 |
80 |
43.71 |
38.33 |
5.38 |
14.0% |
0.65 |
1.7% |
3% |
False |
True |
25,592 |
100 |
45.48 |
38.33 |
7.15 |
18.6% |
0.69 |
1.8% |
3% |
False |
True |
21,446 |
120 |
45.81 |
38.33 |
7.48 |
19.4% |
0.68 |
1.8% |
2% |
False |
True |
18,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.17 |
2.618 |
40.28 |
1.618 |
39.74 |
1.000 |
39.41 |
0.618 |
39.20 |
HIGH |
38.87 |
0.618 |
38.66 |
0.500 |
38.60 |
0.382 |
38.54 |
LOW |
38.33 |
0.618 |
38.00 |
1.000 |
37.79 |
1.618 |
37.46 |
2.618 |
36.92 |
4.250 |
36.04 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
38.60 |
38.71 |
PP |
38.57 |
38.64 |
S1 |
38.54 |
38.58 |
|