INDICATOR
Session structure, drawn automatically, on any bar type.

Volume Profile

Volume Profile anchors a profile to each trading session and keeps it there — current, prior, and a configurable run of history — with point of control, value area high and value area low marked on every one. It reads the chart's own Trading Hours template, so a session is whatever your chart already says it is.

Specification
Method
Bar-based. Each bar's volume is distributed evenly across the price levels its range spans — the standard approximation for a profile that does not consume a tick feed. For per-trade volume at price, see True Aggression Profile.
Chart types
Any. No secondary data series, no Tick Replay.
Calculation
On bar close, with an intrabar refresh throttle if you switch it.
Reads out to strategies
POC, VAH, VAL and total volume for current and prior session.
Built for structure

Where the auction spent its time.

Sessions resolve through NinjaTrader's own session iterator rather than a typed clock window, so globex, RTH and half-days land where they should without you adjusting anything. Profiles render behind the bars by default, at a width and opacity you set, and the value area is shaded rather than outlined so it reads at a glance without competing with price.

A NinjaTrader chart of NQ 09-26 on 750-tick bars. A session volume profile is drawn behind the price bars rather than beside them: the value area is a solid teal block between two white horizontal rails, the lighter volume above and below it is blue, and an orange point of control line labelled 29787.75 runs from the profile across the rest of the session.
NQ 09-26 · 750 tickThe profile sits behind price at the session open, not off to the side of the chart. Value area shaded teal between the white VAH and VAL rails, the thinner volume outside it in blue, point of control drawn forward as the orange line at 29787.75. Price left the value area, spent the back half of the afternoon grinding along that one line, and only trended once it lost it.
01

Current, prior and historical session profiles, with POC, VAH and VAL on each.

02

Ticks per level, value area percent and POC tie-break are all yours to set.

03

Draws behind price bars, with heatmap or value-area colouring and a width you control.

A close view of the same volume profile. One broad teal shelf holds the bulk of the session's volume in the middle of the range, with thin blue tails tapering above and below it. To the right, price falls out of the shelf, comes back up into the orange point of control line, runs flat along it, then drops steeply away below the lower white rail.
The same profile, closer inThe shape is the read. One broad shelf where the auction spent its time, thin tails where it did not. Price fell out of the shelf, came back to the point of control from underneath, ran along it, then went quickly through the thin volume below the value area low — the part of the range with nothing in it to slow price down.
A two-day composite volume profile on an NQ 750 tick chart in heatmap mode. The profile runs from deep blue at the extremes through green and yellow to a broad red band at 29750, where an orange point-of-control line extends right across the chart. A white line marks the value area high near 29850 and a red line the value area low near 29680. A second, narrower developing profile sits at the right edge.
NQ 09-26 · 750 tick · heatmapThe same profile in heatmap mode, across two sessions. Red is where the auction spent its time — the point of control at 29750, drawn forward as the orange line. Price came back to that one line repeatedly over three days. The blue tails above and below are the thin volume, and the narrow profile on the right is the current session rebuilding from nothing.
An NQ 750-tick chart showing two separate session volume profiles side by side, each rendered as a heatmap with its own point of control, value area high and value area low lines extended forward across the following session.
NQ 09-26 · two sessionsHistorical sessions left on, which is now the shipped default. Each day keeps its own profile and its own levels projected forward, so yesterday's point of control is still on the chart when price returns to it today — which, on the right-hand session here, is exactly what happened.
Included in Starter and above
Positioning

Where it fits.

The first thing a new customer puts on a chart, and the reference every other Obsidian Flow tool is read against.

VIEW STARTER — $29/MOCOMPARE TIERS

Requires NinjaTrader 8. OF-VP-001