CME Soybean Oil Future January 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
40.79 |
40.49 |
-0.30 |
-0.7% |
40.55 |
| High |
41.02 |
40.58 |
-0.44 |
-1.1% |
41.75 |
| Low |
40.21 |
40.07 |
-0.14 |
-0.3% |
40.43 |
| Close |
40.37 |
40.24 |
-0.13 |
-0.3% |
40.74 |
| Range |
0.81 |
0.51 |
-0.30 |
-37.0% |
1.32 |
| ATR |
0.71 |
0.70 |
-0.01 |
-2.0% |
0.00 |
| Volume |
39,880 |
39,336 |
-544 |
-1.4% |
167,348 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.83 |
41.54 |
40.52 |
|
| R3 |
41.32 |
41.03 |
40.38 |
|
| R2 |
40.81 |
40.81 |
40.33 |
|
| R1 |
40.52 |
40.52 |
40.29 |
40.41 |
| PP |
40.30 |
40.30 |
40.30 |
40.24 |
| S1 |
40.01 |
40.01 |
40.19 |
39.90 |
| S2 |
39.79 |
39.79 |
40.15 |
|
| S3 |
39.28 |
39.50 |
40.10 |
|
| S4 |
38.77 |
38.99 |
39.96 |
|
|
| 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 |
40.07 |
1.68 |
4.2% |
0.65 |
1.6% |
10% |
False |
True |
36,543 |
| 10 |
41.75 |
40.07 |
1.68 |
4.2% |
0.67 |
1.7% |
10% |
False |
True |
35,042 |
| 20 |
42.40 |
40.07 |
2.33 |
5.8% |
0.70 |
1.7% |
7% |
False |
True |
25,857 |
| 40 |
42.65 |
39.53 |
3.12 |
7.8% |
0.71 |
1.8% |
23% |
False |
False |
19,909 |
| 60 |
45.28 |
39.53 |
5.75 |
14.3% |
0.71 |
1.8% |
12% |
False |
False |
15,234 |
| 80 |
45.48 |
39.53 |
5.95 |
14.8% |
0.71 |
1.8% |
12% |
False |
False |
12,325 |
| 100 |
46.53 |
39.53 |
7.00 |
17.4% |
0.70 |
1.7% |
10% |
False |
False |
10,423 |
| 120 |
48.27 |
39.53 |
8.74 |
21.7% |
0.69 |
1.7% |
8% |
False |
False |
9,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.75 |
|
2.618 |
41.92 |
|
1.618 |
41.41 |
|
1.000 |
41.09 |
|
0.618 |
40.90 |
|
HIGH |
40.58 |
|
0.618 |
40.39 |
|
0.500 |
40.33 |
|
0.382 |
40.26 |
|
LOW |
40.07 |
|
0.618 |
39.75 |
|
1.000 |
39.56 |
|
1.618 |
39.24 |
|
2.618 |
38.73 |
|
4.250 |
37.90 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
40.33 |
40.83 |
| PP |
40.30 |
40.63 |
| S1 |
40.27 |
40.44 |
|