[OAC]

One popular way is using Historical Volatility, which is a measure of price fluctuation over time. Historical volatility uses historical price data to empirically measure the volatility of a market or instrument in the past. The value rendered by a historical volatility study is the standard deviation of bar-to-bar price differences.
The other popular method is based on Tony Crabel’s classic study of range expansion, DayTrading with Short Term Price Patterns and Opening Range Breakout, predicts volatility through patterns of wide and narrow price bars.