CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
42.39 |
42.37 |
-0.02 |
0.0% |
42.48 |
High |
42.65 |
42.45 |
-0.20 |
-0.5% |
43.32 |
Low |
42.18 |
42.00 |
-0.18 |
-0.4% |
42.27 |
Close |
42.37 |
42.34 |
-0.03 |
-0.1% |
42.58 |
Range |
0.47 |
0.45 |
-0.02 |
-4.3% |
1.05 |
ATR |
0.68 |
0.66 |
-0.02 |
-2.4% |
0.00 |
Volume |
7,403 |
6,296 |
-1,107 |
-15.0% |
25,403 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.61 |
43.43 |
42.59 |
|
R3 |
43.16 |
42.98 |
42.46 |
|
R2 |
42.71 |
42.71 |
42.42 |
|
R1 |
42.53 |
42.53 |
42.38 |
42.40 |
PP |
42.26 |
42.26 |
42.26 |
42.20 |
S1 |
42.08 |
42.08 |
42.30 |
41.95 |
S2 |
41.81 |
41.81 |
42.26 |
|
S3 |
41.36 |
41.63 |
42.22 |
|
S4 |
40.91 |
41.18 |
42.09 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.87 |
45.28 |
43.16 |
|
R3 |
44.82 |
44.23 |
42.87 |
|
R2 |
43.77 |
43.77 |
42.77 |
|
R1 |
43.18 |
43.18 |
42.68 |
43.48 |
PP |
42.72 |
42.72 |
42.72 |
42.87 |
S1 |
42.13 |
42.13 |
42.48 |
42.43 |
S2 |
41.67 |
41.67 |
42.39 |
|
S3 |
40.62 |
41.08 |
42.29 |
|
S4 |
39.57 |
40.03 |
42.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.22 |
42.00 |
1.22 |
2.9% |
0.48 |
1.1% |
28% |
False |
True |
5,902 |
10 |
43.46 |
42.00 |
1.46 |
3.4% |
0.58 |
1.4% |
23% |
False |
True |
5,942 |
20 |
45.23 |
42.00 |
3.23 |
7.6% |
0.69 |
1.6% |
11% |
False |
True |
6,014 |
40 |
45.48 |
42.00 |
3.48 |
8.2% |
0.72 |
1.7% |
10% |
False |
True |
4,943 |
60 |
46.53 |
42.00 |
4.53 |
10.7% |
0.68 |
1.6% |
8% |
False |
True |
4,240 |
80 |
48.27 |
42.00 |
6.27 |
14.8% |
0.68 |
1.6% |
5% |
False |
True |
3,718 |
100 |
49.43 |
42.00 |
7.43 |
17.5% |
0.66 |
1.6% |
5% |
False |
True |
3,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.36 |
2.618 |
43.63 |
1.618 |
43.18 |
1.000 |
42.90 |
0.618 |
42.73 |
HIGH |
42.45 |
0.618 |
42.28 |
0.500 |
42.23 |
0.382 |
42.17 |
LOW |
42.00 |
0.618 |
41.72 |
1.000 |
41.55 |
1.618 |
41.27 |
2.618 |
40.82 |
4.250 |
40.09 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.30 |
42.38 |
PP |
42.26 |
42.36 |
S1 |
42.23 |
42.35 |
|