CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
38.26 |
37.74 |
-0.52 |
-1.4% |
38.98 |
High |
38.26 |
37.94 |
-0.32 |
-0.8% |
39.08 |
Low |
37.82 |
37.46 |
-0.36 |
-1.0% |
38.30 |
Close |
37.87 |
37.70 |
-0.17 |
-0.4% |
38.34 |
Range |
0.44 |
0.48 |
0.04 |
9.1% |
0.78 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.0% |
0.00 |
Volume |
1,135 |
831 |
-304 |
-26.8% |
26,433 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.14 |
38.90 |
37.96 |
|
R3 |
38.66 |
38.42 |
37.83 |
|
R2 |
38.18 |
38.18 |
37.79 |
|
R1 |
37.94 |
37.94 |
37.74 |
37.82 |
PP |
37.70 |
37.70 |
37.70 |
37.64 |
S1 |
37.46 |
37.46 |
37.66 |
37.34 |
S2 |
37.22 |
37.22 |
37.61 |
|
S3 |
36.74 |
36.98 |
37.57 |
|
S4 |
36.26 |
36.50 |
37.44 |
|
|
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 |
38.96 |
37.46 |
1.50 |
4.0% |
0.48 |
1.3% |
16% |
False |
True |
2,543 |
10 |
39.61 |
37.46 |
2.15 |
5.7% |
0.45 |
1.2% |
11% |
False |
True |
9,342 |
20 |
40.72 |
37.46 |
3.26 |
8.6% |
0.53 |
1.4% |
7% |
False |
True |
27,702 |
40 |
42.05 |
37.46 |
4.59 |
12.2% |
0.61 |
1.6% |
5% |
False |
True |
36,945 |
60 |
42.40 |
37.46 |
4.94 |
13.1% |
0.65 |
1.7% |
5% |
False |
True |
30,523 |
80 |
43.46 |
37.46 |
6.00 |
15.9% |
0.65 |
1.7% |
4% |
False |
True |
25,374 |
100 |
45.48 |
37.46 |
8.02 |
21.3% |
0.68 |
1.8% |
3% |
False |
True |
21,335 |
120 |
45.75 |
37.46 |
8.29 |
22.0% |
0.68 |
1.8% |
3% |
False |
True |
18,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39.98 |
2.618 |
39.20 |
1.618 |
38.72 |
1.000 |
38.42 |
0.618 |
38.24 |
HIGH |
37.94 |
0.618 |
37.76 |
0.500 |
37.70 |
0.382 |
37.64 |
LOW |
37.46 |
0.618 |
37.16 |
1.000 |
36.98 |
1.618 |
36.68 |
2.618 |
36.20 |
4.250 |
35.42 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
37.70 |
38.14 |
PP |
37.70 |
37.99 |
S1 |
37.70 |
37.85 |
|