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Visual exploration of volumetric datasets to discover the embedded features and spatial structures is a challenging and tedious task. In this paper we present a semi-automatic approach to this problem that works by visually segmenting the intensity-gradient 2D histogram of a volumetric dataset into an exploration hierarchy. Our approach mimics user exploration behavior by analyzing the histogram with the normalized-cut multilevel segmentation technique. Unlike previous work in this area, our technique segments the histogram into a reasonable set of intuitive components that are mutually exclusive and collectively exhaustive. We use information-theoretic measures of the volumetric data segments to guide the exploration. This provides a data-driven coarse-to-fine hierarchy for a user to interactively navigate the volume in a meaningful manner.