Where can we see the list of scripts - volume exceeding the 5 day average volume in NEST
This requires technical screening and scanning functionality which is not there in Nest Trader.
You may have to subscribe to NestPlus Technical Screener (not the ScreenerIQ-Technical) from Omnesys. You can find the manuals for the same over here https://plus.omnesysindia.com/NestPlus/Support/manuals.jsp
Alternatively you can use charting software/package which can perform this screen. Try Ninja Trader. It is very good free software.