CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
37.69 |
37.74 |
0.05 |
0.1% |
38.26 |
High |
37.95 |
37.74 |
-0.21 |
-0.6% |
38.26 |
Low |
37.45 |
37.57 |
0.12 |
0.3% |
37.24 |
Close |
37.95 |
37.57 |
-0.38 |
-1.0% |
37.95 |
Range |
0.50 |
0.17 |
-0.33 |
-66.0% |
1.02 |
ATR |
0.53 |
0.52 |
-0.01 |
-2.0% |
0.00 |
Volume |
652 |
54 |
-598 |
-91.7% |
3,703 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.14 |
38.02 |
37.66 |
|
R3 |
37.97 |
37.85 |
37.62 |
|
R2 |
37.80 |
37.80 |
37.60 |
|
R1 |
37.68 |
37.68 |
37.59 |
37.66 |
PP |
37.63 |
37.63 |
37.63 |
37.61 |
S1 |
37.51 |
37.51 |
37.55 |
37.49 |
S2 |
37.46 |
37.46 |
37.54 |
|
S3 |
37.29 |
37.34 |
37.52 |
|
S4 |
37.12 |
37.17 |
37.48 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.88 |
40.43 |
38.51 |
|
R3 |
39.86 |
39.41 |
38.23 |
|
R2 |
38.84 |
38.84 |
38.14 |
|
R1 |
38.39 |
38.39 |
38.04 |
38.11 |
PP |
37.82 |
37.82 |
37.82 |
37.67 |
S1 |
37.37 |
37.37 |
37.86 |
37.09 |
S2 |
36.80 |
36.80 |
37.76 |
|
S3 |
35.78 |
36.35 |
37.67 |
|
S4 |
34.76 |
35.33 |
37.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.95 |
37.24 |
0.71 |
1.9% |
0.37 |
1.0% |
46% |
False |
False |
524 |
10 |
39.08 |
37.24 |
1.84 |
4.9% |
0.43 |
1.1% |
18% |
False |
False |
3,019 |
20 |
40.22 |
37.24 |
2.98 |
7.9% |
0.48 |
1.3% |
11% |
False |
False |
17,069 |
40 |
42.05 |
37.24 |
4.81 |
12.8% |
0.57 |
1.5% |
7% |
False |
False |
33,412 |
60 |
42.40 |
37.24 |
5.16 |
13.7% |
0.61 |
1.6% |
6% |
False |
False |
29,329 |
80 |
43.32 |
37.24 |
6.08 |
16.2% |
0.63 |
1.7% |
5% |
False |
False |
25,072 |
100 |
45.48 |
37.24 |
8.24 |
21.9% |
0.66 |
1.8% |
4% |
False |
False |
21,207 |
120 |
45.48 |
37.24 |
8.24 |
21.9% |
0.67 |
1.8% |
4% |
False |
False |
18,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.46 |
2.618 |
38.19 |
1.618 |
38.02 |
1.000 |
37.91 |
0.618 |
37.85 |
HIGH |
37.74 |
0.618 |
37.68 |
0.500 |
37.66 |
0.382 |
37.63 |
LOW |
37.57 |
0.618 |
37.46 |
1.000 |
37.40 |
1.618 |
37.29 |
2.618 |
37.12 |
4.250 |
36.85 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
37.66 |
37.70 |
PP |
37.63 |
37.66 |
S1 |
37.60 |
37.61 |
|