hard · Order Flow Analysis

Calculate the R_top ratio for a CL bar where ask volume at the high of 74.50 is 420 and ask volume at 74.49 is 135.

What is the signal?

  1. Neutral signal (R_top = 0.68), suggesting the market is in equilibrium.
  2. Weak exhaustion signal (R_top = 0.32), suggesting a trend continuation.
  3. Strong 'cap' signal (R_top = 0.32), indicating an institutional seller at the extreme.
  4. Strong breakout signal (R_top = 3.11), indicating initiative buying.

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