CME Soybean Oil Future January 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
41.04 |
40.55 |
-0.49 |
-1.2% |
41.91 |
| High |
41.10 |
40.87 |
-0.23 |
-0.6% |
42.26 |
| Low |
40.40 |
40.43 |
0.03 |
0.1% |
40.40 |
| Close |
40.55 |
40.75 |
0.20 |
0.5% |
40.55 |
| Range |
0.70 |
0.44 |
-0.26 |
-37.1% |
1.86 |
| ATR |
0.71 |
0.69 |
-0.02 |
-2.7% |
0.00 |
| Volume |
43,363 |
29,566 |
-13,797 |
-31.8% |
141,608 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.00 |
41.82 |
40.99 |
|
| R3 |
41.56 |
41.38 |
40.87 |
|
| R2 |
41.12 |
41.12 |
40.83 |
|
| R1 |
40.94 |
40.94 |
40.79 |
41.03 |
| PP |
40.68 |
40.68 |
40.68 |
40.73 |
| S1 |
40.50 |
40.50 |
40.71 |
40.59 |
| S2 |
40.24 |
40.24 |
40.67 |
|
| S3 |
39.80 |
40.06 |
40.63 |
|
| S4 |
39.36 |
39.62 |
40.51 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.65 |
45.46 |
41.57 |
|
| R3 |
44.79 |
43.60 |
41.06 |
|
| R2 |
42.93 |
42.93 |
40.89 |
|
| R1 |
41.74 |
41.74 |
40.72 |
41.41 |
| PP |
41.07 |
41.07 |
41.07 |
40.90 |
| S1 |
39.88 |
39.88 |
40.38 |
39.55 |
| S2 |
39.21 |
39.21 |
40.21 |
|
| S3 |
37.35 |
38.02 |
40.04 |
|
| S4 |
35.49 |
36.16 |
39.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.89 |
40.40 |
1.49 |
3.7% |
0.58 |
1.4% |
23% |
False |
False |
30,116 |
| 10 |
42.40 |
40.40 |
2.00 |
4.9% |
0.71 |
1.7% |
18% |
False |
False |
24,807 |
| 20 |
42.40 |
40.40 |
2.00 |
4.9% |
0.70 |
1.7% |
18% |
False |
False |
18,930 |
| 40 |
43.32 |
39.53 |
3.79 |
9.3% |
0.69 |
1.7% |
32% |
False |
False |
15,234 |
| 60 |
45.48 |
39.53 |
5.95 |
14.6% |
0.72 |
1.8% |
21% |
False |
False |
12,041 |
| 80 |
45.75 |
39.53 |
6.22 |
15.3% |
0.72 |
1.8% |
20% |
False |
False |
9,851 |
| 100 |
47.18 |
39.53 |
7.65 |
18.8% |
0.69 |
1.7% |
16% |
False |
False |
8,358 |
| 120 |
49.43 |
39.53 |
9.90 |
24.3% |
0.69 |
1.7% |
12% |
False |
False |
7,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.74 |
|
2.618 |
42.02 |
|
1.618 |
41.58 |
|
1.000 |
41.31 |
|
0.618 |
41.14 |
|
HIGH |
40.87 |
|
0.618 |
40.70 |
|
0.500 |
40.65 |
|
0.382 |
40.60 |
|
LOW |
40.43 |
|
0.618 |
40.16 |
|
1.000 |
39.99 |
|
1.618 |
39.72 |
|
2.618 |
39.28 |
|
4.250 |
38.56 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
40.72 |
40.95 |
| PP |
40.68 |
40.88 |
| S1 |
40.65 |
40.82 |
|