I would like to continuously monitor the average volatility broken down by session. I've been able to do this with the SessionTimeFiltering Chart but I think it would be helpful to automate this for a number of sessions. For example, if i put a position on at 8:45 for crude I know the average range for the 30min period leading into the open. Is there a way to create a flexmeter that can show the average range for the current 30min session?

In addition, I would like to look at the each 30min session compared to that day's range assigning a average % of the days range for each 30min session. With that I can anticipate the developing range based on implied vol.

Is there an indicator available for this type of study?

Thanks,