A fair value gap (FVG) is a zone where price moved so quickly that it skipped past levels without much two-sided trading - an imbalance. On a candlestick chart it shows up as a gap between the wicks of surrounding bars. The theory: the market prefers balance, so price often returns to "fill" the inefficiency.

How they form

Fast, one-sided moves - news, a squeeze, a breakout - create them. Buyers or sellers overwhelm the book so aggressively that price jumps a range where little volume traded. That thin, skipped zone is the gap. It is closely related to a price gap and to low-volume nodes on a volume profile.

Why price returns

Because so little trading happened in the gap, there is little resting liquidity there - and unfilled orders often sit waiting. When price drifts back, it tends to move through the zone quickly and can find support or resistance at its edges. The "fill" is really the market completing trades it skipped.

A fair value gap is unfinished business. The market has a habit of coming back to settle it.

The honest caveat

Not every gap fills, and not on any schedule. Like Fibonacci levels, FVGs are partly self-fulfilling and easy to over-fit in hindsight. Treat them as a zone of interest that gains weight when it lines up with real structure or VWAP - not as a guarantee. A concept worth knowing; a religion worth avoiding.