CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.57 |
41.45 |
-0.12 |
-0.3% |
41.07 |
High |
41.89 |
41.73 |
-0.16 |
-0.4% |
42.40 |
Low |
41.38 |
41.38 |
0.00 |
0.0% |
40.60 |
Close |
41.45 |
41.44 |
-0.01 |
0.0% |
41.90 |
Range |
0.51 |
0.35 |
-0.16 |
-31.4% |
1.80 |
ATR |
0.73 |
0.70 |
-0.03 |
-3.7% |
0.00 |
Volume |
17,156 |
20,194 |
3,038 |
17.7% |
89,386 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.57 |
42.35 |
41.63 |
|
R3 |
42.22 |
42.00 |
41.54 |
|
R2 |
41.87 |
41.87 |
41.50 |
|
R1 |
41.65 |
41.65 |
41.47 |
41.59 |
PP |
41.52 |
41.52 |
41.52 |
41.48 |
S1 |
41.30 |
41.30 |
41.41 |
41.24 |
S2 |
41.17 |
41.17 |
41.38 |
|
S3 |
40.82 |
40.95 |
41.34 |
|
S4 |
40.47 |
40.60 |
41.25 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.03 |
46.27 |
42.89 |
|
R3 |
45.23 |
44.47 |
42.40 |
|
R2 |
43.43 |
43.43 |
42.23 |
|
R1 |
42.67 |
42.67 |
42.07 |
43.05 |
PP |
41.63 |
41.63 |
41.63 |
41.83 |
S1 |
40.87 |
40.87 |
41.74 |
41.25 |
S2 |
39.83 |
39.83 |
41.57 |
|
S3 |
38.03 |
39.07 |
41.41 |
|
S4 |
36.23 |
37.27 |
40.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.40 |
41.32 |
1.08 |
2.6% |
0.65 |
1.6% |
11% |
False |
False |
20,310 |
10 |
42.40 |
40.60 |
1.80 |
4.3% |
0.72 |
1.7% |
47% |
False |
False |
17,197 |
20 |
42.40 |
40.43 |
1.97 |
4.8% |
0.71 |
1.7% |
51% |
False |
False |
16,626 |
40 |
43.46 |
39.53 |
3.93 |
9.5% |
0.69 |
1.7% |
49% |
False |
False |
12,958 |
60 |
45.48 |
39.53 |
5.95 |
14.4% |
0.73 |
1.7% |
32% |
False |
False |
10,328 |
80 |
45.75 |
39.53 |
6.22 |
15.0% |
0.71 |
1.7% |
31% |
False |
False |
8,517 |
100 |
48.27 |
39.53 |
8.74 |
21.1% |
0.70 |
1.7% |
22% |
False |
False |
7,285 |
120 |
49.43 |
39.53 |
9.90 |
23.9% |
0.68 |
1.6% |
19% |
False |
False |
6,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.22 |
2.618 |
42.65 |
1.618 |
42.30 |
1.000 |
42.08 |
0.618 |
41.95 |
HIGH |
41.73 |
0.618 |
41.60 |
0.500 |
41.56 |
0.382 |
41.51 |
LOW |
41.38 |
0.618 |
41.16 |
1.000 |
41.03 |
1.618 |
40.81 |
2.618 |
40.46 |
4.250 |
39.89 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.56 |
41.79 |
PP |
41.52 |
41.67 |
S1 |
41.48 |
41.56 |
|