CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
45.87 |
46.02 |
0.15 |
0.3% |
44.98 |
High |
46.32 |
46.05 |
-0.27 |
-0.6% |
46.32 |
Low |
45.58 |
45.63 |
0.05 |
0.1% |
44.98 |
Close |
46.03 |
45.91 |
-0.12 |
-0.3% |
46.03 |
Range |
0.74 |
0.42 |
-0.32 |
-43.2% |
1.34 |
ATR |
0.67 |
0.65 |
-0.02 |
-2.7% |
0.00 |
Volume |
1,884 |
2,150 |
266 |
14.1% |
9,194 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.12 |
46.94 |
46.14 |
|
R3 |
46.70 |
46.52 |
46.03 |
|
R2 |
46.28 |
46.28 |
45.99 |
|
R1 |
46.10 |
46.10 |
45.95 |
45.98 |
PP |
45.86 |
45.86 |
45.86 |
45.81 |
S1 |
45.68 |
45.68 |
45.87 |
45.56 |
S2 |
45.44 |
45.44 |
45.83 |
|
S3 |
45.02 |
45.26 |
45.79 |
|
S4 |
44.60 |
44.84 |
45.68 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.80 |
49.25 |
46.77 |
|
R3 |
48.46 |
47.91 |
46.40 |
|
R2 |
47.12 |
47.12 |
46.28 |
|
R1 |
46.57 |
46.57 |
46.15 |
46.85 |
PP |
45.78 |
45.78 |
45.78 |
45.91 |
S1 |
45.23 |
45.23 |
45.91 |
45.51 |
S2 |
44.44 |
44.44 |
45.78 |
|
S3 |
43.10 |
43.89 |
45.66 |
|
S4 |
41.76 |
42.55 |
45.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.32 |
44.98 |
1.34 |
2.9% |
0.60 |
1.3% |
69% |
False |
False |
2,268 |
10 |
46.51 |
44.55 |
1.96 |
4.3% |
0.66 |
1.4% |
69% |
False |
False |
2,091 |
20 |
48.27 |
44.55 |
3.72 |
8.1% |
0.65 |
1.4% |
37% |
False |
False |
2,173 |
40 |
49.43 |
44.55 |
4.88 |
10.6% |
0.63 |
1.4% |
28% |
False |
False |
1,708 |
60 |
49.74 |
44.55 |
5.19 |
11.3% |
0.65 |
1.4% |
26% |
False |
False |
1,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.84 |
2.618 |
47.15 |
1.618 |
46.73 |
1.000 |
46.47 |
0.618 |
46.31 |
HIGH |
46.05 |
0.618 |
45.89 |
0.500 |
45.84 |
0.382 |
45.79 |
LOW |
45.63 |
0.618 |
45.37 |
1.000 |
45.21 |
1.618 |
44.95 |
2.618 |
44.53 |
4.250 |
43.85 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
45.89 |
45.95 |
PP |
45.86 |
45.93 |
S1 |
45.84 |
45.92 |
|