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Near Dallas, Texas, US
Experience: Advanced
Platform: NinjaTrader
Broker: ZenFire
Trading: CL
Posts: 1,070 since Jun 2009
Thanks Given: 504
Thanks Received: 2,241
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Hey all,
I have a question/request.
I want to compare current real-time volume to previous days.
Example: today on CL at almost 9:00 CST, the volume is ~97K. I would like to compare this number to previous days, and more specifically Tuesday's, if possible. It would be great to have an indicator which calculates the volume for XX days/weeks/months, whatever, and then compare to the current volume level. An average may make sense as well.
So, if today is 97K, was last Tuesday around 97K at the same time?
Was the 5/10 day average volume for CL also around 97K at 9:00 CST?
Any ideas on how to do this?
Thanks,
Gary
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