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Percentage change in dynamic price

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    Percentage change in dynamic price

    Hello,

    I am currently working on one minute data of oil prices. The file contains one minute data of several years. It comes in the form of date, time, open price , high price , low price, close price.
    I would like to have in one additional column the percentage change of each and every minute in a given day relative to the last day close price. Any ideas how can I formulate it on the excel sheet?
    The thing is that for each day there is a different number of lines. The formula has to identify the change in the date in order to refer to last day close price.


    Thanks a lot for any help with that.

    Hidai

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    Re: Percentage change in dynamic price

    Yes - it will be possible though a sample file would help to better illustrate your actual requirements in terms of ranges etc...

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    Re: Percentage change in dynamic price

    Here is a sample file. Thx a lot for the help.
    Attached Files Attached Files

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    Re: Percentage change in dynamic price

    It might help if you outlined some results - are we to assume you want to use the last close price of the prior date as the basis for comparison ?
    (i.e. time comparison is an irrelevance per se)

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    Re: Percentage change in dynamic price

    exactly. I want to use the last close price of each day as the basis of comparison for the following day.
    Thanks again.

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    Re: Percentage change in dynamic price

    It might be simplest to add this value to each transaction and then use a Pivot Table with Calculated Field

    See attached for very basic example though note:

    a) I modified your formula in Col A
    b) I reduced amount of data being stored for sake of sample file size
    c) Pivot created in XL2007+ format will not work (interactivity) with earlier versions
    d) Pivot is sourced from Dynamic Named Range (_PTData see Name Manager for more info.)
    Attached Files Attached Files

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    Re: Percentage change in dynamic price

    Thats great! thanks a lot! I will potentially have further questions later on

    Hidai

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    Re: Percentage change in dynamic price

    I am trying to produce the same pivot table you created in the file without success. could you explain how did you create the pivot table so that the dates will follow through in the right order ( when i create it, they dont come in the right chronolgical order)

    thanks a lot,

    Hidai

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    Re: Percentage change in dynamic price

    Quote Originally Posted by Hidai
    I am trying to produce the same pivot table you created in the file without success. could you explain how did you create the pivot table so that the dates will follow through in the right order ( when i create it, they dont come in the right chronolgical order)
    Quote Originally Posted by DonkeyOte post#6
    See attached for very basic example though note:

    a) I modified your formula in Col A
    Given I can't see what you have it's hard to comment but note that per the above the first thing I did was adapt the formula in Column A so as to coerce the date strings to date serials.

    If your dates remain as "strings" you won't get a date serial based sort, rather they will sort alphabetically (they are strings)
    Last edited by DonkeyOte; 01-03-2011 at 04:03 PM.

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    Re: Percentage change in dynamic price

    ok. I succeeded in putting them in the right order but i dont i see how you created the column
    sum of % change?

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    Re: Percentage change in dynamic price

    I dont see either how did you add the time colomn to the pivot table. I tried to add it and it doesnt appear as time..

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