CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
38.67 |
38.62 |
-0.05 |
-0.1% |
38.98 |
High |
38.87 |
38.82 |
-0.05 |
-0.1% |
39.08 |
Low |
38.33 |
38.30 |
-0.03 |
-0.1% |
38.30 |
Close |
38.51 |
38.34 |
-0.17 |
-0.4% |
38.34 |
Range |
0.54 |
0.52 |
-0.02 |
-3.7% |
0.78 |
ATR |
0.56 |
0.56 |
0.00 |
-0.5% |
0.00 |
Volume |
2,919 |
1,362 |
-1,557 |
-53.3% |
26,433 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.05 |
39.71 |
38.63 |
|
R3 |
39.53 |
39.19 |
38.48 |
|
R2 |
39.01 |
39.01 |
38.44 |
|
R1 |
38.67 |
38.67 |
38.39 |
38.58 |
PP |
38.49 |
38.49 |
38.49 |
38.44 |
S1 |
38.15 |
38.15 |
38.29 |
38.06 |
S2 |
37.97 |
37.97 |
38.24 |
|
S3 |
37.45 |
37.63 |
38.20 |
|
S4 |
36.93 |
37.11 |
38.05 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.91 |
40.41 |
38.77 |
|
R3 |
40.13 |
39.63 |
38.55 |
|
R2 |
39.35 |
39.35 |
38.48 |
|
R1 |
38.85 |
38.85 |
38.41 |
38.71 |
PP |
38.57 |
38.57 |
38.57 |
38.51 |
S1 |
38.07 |
38.07 |
38.27 |
37.93 |
S2 |
37.79 |
37.79 |
38.20 |
|
S3 |
37.01 |
37.29 |
38.13 |
|
S4 |
36.23 |
36.51 |
37.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.16 |
38.30 |
0.86 |
2.2% |
0.48 |
1.3% |
5% |
False |
True |
9,910 |
10 |
39.69 |
38.30 |
1.39 |
3.6% |
0.47 |
1.2% |
3% |
False |
True |
14,657 |
20 |
40.96 |
38.30 |
2.66 |
6.9% |
0.55 |
1.4% |
2% |
False |
True |
32,279 |
40 |
42.05 |
38.30 |
3.75 |
9.8% |
0.61 |
1.6% |
1% |
False |
True |
38,409 |
60 |
42.40 |
38.30 |
4.10 |
10.7% |
0.65 |
1.7% |
1% |
False |
True |
31,205 |
80 |
43.54 |
38.30 |
5.24 |
13.7% |
0.65 |
1.7% |
1% |
False |
True |
25,540 |
100 |
45.48 |
38.30 |
7.18 |
18.7% |
0.68 |
1.8% |
1% |
False |
True |
21,422 |
120 |
45.76 |
38.30 |
7.46 |
19.5% |
0.68 |
1.8% |
1% |
False |
True |
18,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.03 |
2.618 |
40.18 |
1.618 |
39.66 |
1.000 |
39.34 |
0.618 |
39.14 |
HIGH |
38.82 |
0.618 |
38.62 |
0.500 |
38.56 |
0.382 |
38.50 |
LOW |
38.30 |
0.618 |
37.98 |
1.000 |
37.78 |
1.618 |
37.46 |
2.618 |
36.94 |
4.250 |
36.09 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
38.56 |
38.63 |
PP |
38.49 |
38.53 |
S1 |
38.41 |
38.44 |
|