plot(dg.mape.data$WeightedMedianAPE1, dg.mape.data$Volume, type="n", ...)

sub.dg <- subset(dg.mape.data, Vol.percent>0.05)
points(sub.dg$WeightedMedianAPE1, sub.dg$Volume, pch=2, col="blue")


alternatively,

plot(dg.mape.data[dg.mape.data$Vol.percent>0.05,]$WeightedMedianAPE1, dg.mape.data[dg.mape.data$Vol.percent>0.05,]$Volume, type="n", ...)