CME Soybean Oil Future January 2014
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
45.79 |
45.77 |
-0.02 |
0.0% |
46.02 |
| High |
45.89 |
45.81 |
-0.08 |
-0.2% |
46.53 |
| Low |
45.46 |
45.24 |
-0.22 |
-0.5% |
45.46 |
| Close |
45.83 |
45.35 |
-0.48 |
-1.0% |
45.83 |
| Range |
0.43 |
0.57 |
0.14 |
32.6% |
1.07 |
| ATR |
0.64 |
0.64 |
0.00 |
-0.6% |
0.00 |
| Volume |
2,917 |
4,366 |
1,449 |
49.7% |
14,937 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.18 |
46.83 |
45.66 |
|
| R3 |
46.61 |
46.26 |
45.51 |
|
| R2 |
46.04 |
46.04 |
45.45 |
|
| R1 |
45.69 |
45.69 |
45.40 |
45.58 |
| PP |
45.47 |
45.47 |
45.47 |
45.41 |
| S1 |
45.12 |
45.12 |
45.30 |
45.01 |
| S2 |
44.90 |
44.90 |
45.25 |
|
| S3 |
44.33 |
44.55 |
45.19 |
|
| S4 |
43.76 |
43.98 |
45.04 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.15 |
48.56 |
46.42 |
|
| R3 |
48.08 |
47.49 |
46.12 |
|
| R2 |
47.01 |
47.01 |
46.03 |
|
| R1 |
46.42 |
46.42 |
45.93 |
46.18 |
| PP |
45.94 |
45.94 |
45.94 |
45.82 |
| S1 |
45.35 |
45.35 |
45.73 |
45.11 |
| S2 |
44.87 |
44.87 |
45.63 |
|
| S3 |
43.80 |
44.28 |
45.54 |
|
| S4 |
42.73 |
43.21 |
45.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.53 |
45.24 |
1.29 |
2.8% |
0.60 |
1.3% |
9% |
False |
True |
3,430 |
| 10 |
46.53 |
44.98 |
1.55 |
3.4% |
0.60 |
1.3% |
24% |
False |
False |
2,849 |
| 20 |
48.27 |
44.55 |
3.72 |
8.2% |
0.67 |
1.5% |
22% |
False |
False |
2,319 |
| 40 |
49.43 |
44.55 |
4.88 |
10.8% |
0.63 |
1.4% |
16% |
False |
False |
1,978 |
| 60 |
49.43 |
44.55 |
4.88 |
10.8% |
0.64 |
1.4% |
16% |
False |
False |
1,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.23 |
|
2.618 |
47.30 |
|
1.618 |
46.73 |
|
1.000 |
46.38 |
|
0.618 |
46.16 |
|
HIGH |
45.81 |
|
0.618 |
45.59 |
|
0.500 |
45.53 |
|
0.382 |
45.46 |
|
LOW |
45.24 |
|
0.618 |
44.89 |
|
1.000 |
44.67 |
|
1.618 |
44.32 |
|
2.618 |
43.75 |
|
4.250 |
42.82 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
45.53 |
45.89 |
| PP |
45.47 |
45.71 |
| S1 |
45.41 |
45.53 |
|