Brent Crude: 20-day return +25.52% (99th pct)

On 2026-07-31, Brent Crude closed at 90.12 USD/bbl, up 1.22% on the day. It trades at 46.6% of its 52-week range. Its RSI(14) of 54.05 is in the 58th percentile of its history since 2007, and its 20-day return of +25.52% in the 99th percentile. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 85.8 / 86.54 / 80.65 USD/bbl, with price +5.04% / +4.14% / +11.75% against them. Its 52-week range is 58.72–126.1 USD/bbl; it closed 28.53% below the high and 53.47% above the low. Its 20-day volatility is 4.447% daily, in the 95th percentile of its history since 2007. Its 14-day average true range (ATR) is 4.93 USD/bbl, 5.47% of price. It has returned -6.88% over 5 days and -17.98% over 60 days.

=== BRENT CRUDE  (USD/bbl) ===
  price & change   (as of 2026-07-31, prior 2026-07-30)
    close       90.12
    change      +1.09  (+1.224%)
  range            (as of 2026-07-31)
    range       3.58
    close pos   87.2% of range
  moving averages  (as of 2026-07-31)
     20d MA     85.80   price above by +5.04%
     50d MA     86.54   price above by +4.14%
    200d MA     80.65   price above by +11.75%
    price > all MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-31)
    20d stdev   4.447% daily ≈ 70.6% annualized (×√252)   (95th pct of own history, since 2007 (4622 obs))
    vs easing-2024 avg  1.79× (4.447% vs 2.480% era avg)
  ATR              (as of 2026-07-31)
    ATR(14)    4.93
    ATR%        5.47%   (93rd pct of own history, since 2007 (4628 obs))
    range/ATR   72.6%
  relative volume  [as of 2026-07-29 · 2d behind 2026-07-31]
    RVOL        0.46x  (volume vs its 20-day average)
    pctile      10th pct of own history, since 2007 (4611 obs)
  52-week range    (as of 2026-07-31)
    high        126.10   (-28.53% from high)
    low         58.72   (+53.47% from low)
  momentum         (as of 2026-07-31)
    RSI(14)     54.05   (58th pct of own history, since 2007 (4628 obs))
  returns          (as of 2026-07-31)
     5d return  -6.88%
    20d return  +25.52%
    60d return  -17.98%
  volatility by rate-era
    pre-crisis       3.0766%   (from 2007-07-30)
    ZIRP-2009        2.0000%
    tightening-2015  2.2252%
    ZIRP-2019        3.0124%
    tightening-2022  2.4961%
    easing-2024      2.4797%