CME Soybean Oil Future January 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
41.30 |
41.24 |
-0.06 |
-0.1% |
40.55 |
| High |
41.75 |
41.59 |
-0.16 |
-0.4% |
41.75 |
| Low |
41.15 |
40.71 |
-0.44 |
-1.1% |
40.43 |
| Close |
41.24 |
40.74 |
-0.50 |
-1.2% |
40.74 |
| Range |
0.60 |
0.88 |
0.28 |
46.7% |
1.32 |
| ATR |
0.69 |
0.71 |
0.01 |
1.9% |
0.00 |
| Volume |
30,825 |
36,756 |
5,931 |
19.2% |
167,348 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.65 |
43.08 |
41.22 |
|
| R3 |
42.77 |
42.20 |
40.98 |
|
| R2 |
41.89 |
41.89 |
40.90 |
|
| R1 |
41.32 |
41.32 |
40.82 |
41.17 |
| PP |
41.01 |
41.01 |
41.01 |
40.94 |
| S1 |
40.44 |
40.44 |
40.66 |
40.29 |
| S2 |
40.13 |
40.13 |
40.58 |
|
| S3 |
39.25 |
39.56 |
40.50 |
|
| S4 |
38.37 |
38.68 |
40.26 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.93 |
44.16 |
41.47 |
|
| R3 |
43.61 |
42.84 |
41.10 |
|
| R2 |
42.29 |
42.29 |
40.98 |
|
| R1 |
41.52 |
41.52 |
40.86 |
41.91 |
| PP |
40.97 |
40.97 |
40.97 |
41.17 |
| S1 |
40.20 |
40.20 |
40.62 |
40.59 |
| S2 |
39.65 |
39.65 |
40.50 |
|
| S3 |
38.33 |
38.88 |
40.38 |
|
| S4 |
37.01 |
37.56 |
40.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.75 |
40.43 |
1.32 |
3.2% |
0.68 |
1.7% |
23% |
False |
False |
33,469 |
| 10 |
42.26 |
40.40 |
1.86 |
4.6% |
0.68 |
1.7% |
18% |
False |
False |
30,895 |
| 20 |
42.40 |
40.40 |
2.00 |
4.9% |
0.69 |
1.7% |
17% |
False |
False |
23,294 |
| 40 |
42.75 |
39.53 |
3.22 |
7.9% |
0.69 |
1.7% |
38% |
False |
False |
18,223 |
| 60 |
45.48 |
39.53 |
5.95 |
14.6% |
0.73 |
1.8% |
20% |
False |
False |
14,061 |
| 80 |
45.48 |
39.53 |
5.95 |
14.6% |
0.72 |
1.8% |
20% |
False |
False |
11,413 |
| 100 |
46.53 |
39.53 |
7.00 |
17.2% |
0.70 |
1.7% |
17% |
False |
False |
9,654 |
| 120 |
48.30 |
39.53 |
8.77 |
21.5% |
0.69 |
1.7% |
14% |
False |
False |
8,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.33 |
|
2.618 |
43.89 |
|
1.618 |
43.01 |
|
1.000 |
42.47 |
|
0.618 |
42.13 |
|
HIGH |
41.59 |
|
0.618 |
41.25 |
|
0.500 |
41.15 |
|
0.382 |
41.05 |
|
LOW |
40.71 |
|
0.618 |
40.17 |
|
1.000 |
39.83 |
|
1.618 |
39.29 |
|
2.618 |
38.41 |
|
4.250 |
36.97 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
41.15 |
41.23 |
| PP |
41.01 |
41.07 |
| S1 |
40.88 |
40.90 |
|