The Playbook 06: volume shelves, one real day
A volume shelf is a price that took an unusual share of the volume traded around it. A thick line is easy to read as support or resistance. This video writes down the same few facts for every shelf, then records what price actually did — and counts it across eight days.
The day in numbers
CL December 2026 (CLEZ26), 5-minute bars, regular session. The settings are the defaults: Volume shelf strength 3, windows of 30, 60 and 240 minutes, and the chart draws the six newest shelves.
| Shelf A · 97.21 | Shelf B · 98.78 | |
|---|---|---|
| Window | 08:00–08:30 | 11:30–12:00 |
| Contracts at the price | 496 | 410 |
| Times the window's average per price | 4.7 | 3.6 |
| Sellers × buyers | 20 × 476 | 51 × 359 |
| Label | 20×476 30m 96% ●3 | 51×359 30m 88% ●2 |
| Furthest above afterwards | 250 ticks (99.71, the session high) | 93 ticks (99.71 in the 12:50 bar) |
| Price came back | the next morning, 09:20 | the 13:20 bar, 80 minutes after the shelf appeared |
The 13:20 bar closed at 98.67, below shelf B.
Across 19–28 October 2026 (eight front-month days, 08:00–13:30 CT), 21 shelves appeared during the regular session; price came back to 13 of them before the session ended.
These numbers describe what already happened. They are not a forecast, a probability or a trading signal. A shelf is not support or resistance.
Chapters
- 0:00 Intro
- 0:12 The plan
- 0:30 What a volume shelf is
- 1:06 Three windows at once
- 1:25 The same shelf on every timeframe
- 1:34 Shelf or high volume node?
- 1:54 Reading the label
- 2:31 Solid and dashed
- 2:45 The problem
- 3:02 The playbook in three steps
- 3:32 The real day: 19 October 2026
- 4:00 Shelf A · 97.21
- 4:17 Shelf A · what came next
- 4:30 Shelf B · 98.78
- 4:45 Shelf B · what came next
- 4:58 Side by side
- 5:31 Eight days of shelves
- 5:54 What OrderVane does
- 6:20 What the numbers are, and are not
About this video
The narration is AI-generated (Google NotebookLM) from a source document we wrote; two phrases that went beyond the source were cut from the audio. The chart data are the trades Quantower recorded for that day, and the shelves were replayed with OrderVane's own rule. How shelves are measured and drawn is on Volume shelf. The previous episode is The Playbook 05: big trades.
Volume shelves are in every OrderVane tier, including OrderVane Lite for Quantower and OrderVane NT Pro for NinjaTrader 8.
See what it looks like · Lite $89 · Pro $129 · 14-day free trial