CME Soybean Oil Future January 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
41.24 |
40.79 |
-0.45 |
-1.1% |
40.55 |
| High |
41.59 |
41.02 |
-0.57 |
-1.4% |
41.75 |
| Low |
40.71 |
40.21 |
-0.50 |
-1.2% |
40.43 |
| Close |
40.74 |
40.37 |
-0.37 |
-0.9% |
40.74 |
| Range |
0.88 |
0.81 |
-0.07 |
-8.0% |
1.32 |
| ATR |
0.71 |
0.71 |
0.01 |
1.0% |
0.00 |
| Volume |
36,756 |
39,880 |
3,124 |
8.5% |
167,348 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.96 |
42.48 |
40.82 |
|
| R3 |
42.15 |
41.67 |
40.59 |
|
| R2 |
41.34 |
41.34 |
40.52 |
|
| R1 |
40.86 |
40.86 |
40.44 |
40.70 |
| PP |
40.53 |
40.53 |
40.53 |
40.45 |
| S1 |
40.05 |
40.05 |
40.30 |
39.89 |
| S2 |
39.72 |
39.72 |
40.22 |
|
| S3 |
38.91 |
39.24 |
40.15 |
|
| S4 |
38.10 |
38.43 |
39.92 |
|
|
| 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 |
40.21 |
1.54 |
3.8% |
0.76 |
1.9% |
10% |
False |
True |
35,532 |
| 10 |
41.89 |
40.21 |
1.68 |
4.2% |
0.67 |
1.7% |
10% |
False |
True |
32,824 |
| 20 |
42.40 |
40.21 |
2.19 |
5.4% |
0.71 |
1.7% |
7% |
False |
True |
24,472 |
| 40 |
42.75 |
39.53 |
3.22 |
8.0% |
0.71 |
1.7% |
26% |
False |
False |
19,135 |
| 60 |
45.48 |
39.53 |
5.95 |
14.7% |
0.73 |
1.8% |
14% |
False |
False |
14,672 |
| 80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.72 |
1.8% |
14% |
False |
False |
11,862 |
| 100 |
46.53 |
39.53 |
7.00 |
17.3% |
0.70 |
1.7% |
12% |
False |
False |
10,041 |
| 120 |
48.30 |
39.53 |
8.77 |
21.7% |
0.69 |
1.7% |
10% |
False |
False |
8,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.46 |
|
2.618 |
43.14 |
|
1.618 |
42.33 |
|
1.000 |
41.83 |
|
0.618 |
41.52 |
|
HIGH |
41.02 |
|
0.618 |
40.71 |
|
0.500 |
40.62 |
|
0.382 |
40.52 |
|
LOW |
40.21 |
|
0.618 |
39.71 |
|
1.000 |
39.40 |
|
1.618 |
38.90 |
|
2.618 |
38.09 |
|
4.250 |
36.77 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
40.62 |
40.98 |
| PP |
40.53 |
40.78 |
| S1 |
40.45 |
40.57 |
|