NATR

Summary

Average True Range expressed as a percentage of the current close, making volatility comparable across price levels and securities. Same computation as ATR, then normalized by close. Higher values mean greater relative volatility; unit is percent of price.

Formula

NATR = (ATR / Close) * 100
ATR: first value = SMA of TRANGE over period; then Wilder smoothing ATR_t = (ATR_{t-1}*(period-1) + TR_t) / period

Inputs

inHigh — High price of each bar
inLow — Low price of each bar
inClose — Close price of each bar

Outputs

outReal — ATR as a percentage of the close

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	14	1–100000	Smoothing period for the true range average

Properties

Numerical Stability: Initial Unstable Period

Display Flags
☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick

Implementation

TA-Lib Definition: natr.c · natr.yaml

Native	File
C	`ta_NATR.c`
Rust	`natr.rs`
Java	`Core_NATR.java`

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

Normalized Average True Range

References

John Forman