CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
42.26 |
42.96 |
0.70 |
1.7% |
42.92 |
High |
43.06 |
43.52 |
0.46 |
1.1% |
43.44 |
Low |
42.17 |
42.83 |
0.66 |
1.6% |
42.08 |
Close |
42.98 |
43.18 |
0.20 |
0.5% |
42.11 |
Range |
0.89 |
0.69 |
-0.20 |
-22.5% |
1.36 |
ATR |
0.67 |
0.67 |
0.00 |
0.3% |
0.00 |
Volume |
3,849 |
6,334 |
2,485 |
64.6% |
15,740 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.25 |
44.90 |
43.56 |
|
R3 |
44.56 |
44.21 |
43.37 |
|
R2 |
43.87 |
43.87 |
43.31 |
|
R1 |
43.52 |
43.52 |
43.24 |
43.70 |
PP |
43.18 |
43.18 |
43.18 |
43.26 |
S1 |
42.83 |
42.83 |
43.12 |
43.01 |
S2 |
42.49 |
42.49 |
43.05 |
|
S3 |
41.80 |
42.14 |
42.99 |
|
S4 |
41.11 |
41.45 |
42.80 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.62 |
45.73 |
42.86 |
|
R3 |
45.26 |
44.37 |
42.48 |
|
R2 |
43.90 |
43.90 |
42.36 |
|
R1 |
43.01 |
43.01 |
42.23 |
42.78 |
PP |
42.54 |
42.54 |
42.54 |
42.43 |
S1 |
41.65 |
41.65 |
41.99 |
41.42 |
S2 |
41.18 |
41.18 |
41.86 |
|
S3 |
39.82 |
40.29 |
41.74 |
|
S4 |
38.46 |
38.93 |
41.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.52 |
42.08 |
1.44 |
3.3% |
0.63 |
1.5% |
76% |
True |
False |
4,340 |
10 |
43.52 |
42.08 |
1.44 |
3.3% |
0.67 |
1.6% |
76% |
True |
False |
3,368 |
20 |
45.75 |
42.08 |
3.67 |
8.5% |
0.66 |
1.5% |
30% |
False |
False |
3,084 |
40 |
48.27 |
42.08 |
6.19 |
14.3% |
0.66 |
1.5% |
18% |
False |
False |
2,720 |
60 |
49.43 |
42.08 |
7.35 |
17.0% |
0.64 |
1.5% |
15% |
False |
False |
2,372 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.64 |
1.5% |
15% |
False |
False |
2,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.45 |
2.618 |
45.33 |
1.618 |
44.64 |
1.000 |
44.21 |
0.618 |
43.95 |
HIGH |
43.52 |
0.618 |
43.26 |
0.500 |
43.18 |
0.382 |
43.09 |
LOW |
42.83 |
0.618 |
42.40 |
1.000 |
42.14 |
1.618 |
41.71 |
2.618 |
41.02 |
4.250 |
39.90 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.18 |
43.05 |
PP |
43.18 |
42.93 |
S1 |
43.18 |
42.80 |
|