WTI Crude: 20-day return +18.32% (96th pct)

On 2026-08-03, WTI Crude closed at 81.11 USD/bbl, down 4.21% on the day. It trades at 40.5% of its 52-week range. Its RSI(14) of 49.23 is in the 42nd percentile of its history since 2000, and its 20-day return of +18.32% in the 96th percentile. Its 20/50/200-day moving averages are 80.91 / 81.87 / 75.91 USD/bbl, with price +0.25% / -0.92% / +6.86% against them. Its 52-week range is 54.98–119.48 USD/bbl; it closed 32.11% below the high and 47.53% above the low. Its 20-day volatility is 4.107% daily, in the 94th percentile of its history since 2000. Its 14-day average true range (ATR) is 4.64 USD/bbl, 5.72% of price. It has returned -1.82% over 5 days and -14.69% over 60 days.

=== WTI CRUDE  (USD/bbl) ===
  price & change   (as of 2026-08-03, prior 2026-07-31)
    close       81.11
    change      -3.56  (-4.205%)
  range            (as of 2026-08-03)
    range       1.66
    close pos   89.8% of range
  moving averages  (as of 2026-08-03)
     20d MA     80.91   price above by +0.25%
     50d MA     81.87   price below by -0.92%
    200d MA     75.91   price above by +6.86%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-03)
    20d stdev   4.107% daily ≈ 65.2% annualized (×√252)   (94th pct of own history, since 2000 (6493 obs))
    vs easing-2024 avg  1.58× (4.107% vs 2.598% era avg)
  ATR              (as of 2026-08-03)
    ATR(14)    4.64
    ATR%        5.72%   (93rd pct of own history, since 2000 (6499 obs))
    range/ATR   35.8%
  relative volume  [as of 2026-07-31 · 1d behind 2026-08-03]
    RVOL        0.83x  (volume vs its 20-day average)
    pctile      23rd pct of own history, since 2000 (6479 obs)
  52-week range    (as of 2026-08-03)
    high        119.48   (-32.11% from high)
    low         54.98   (+47.53% from low)
  momentum         (as of 2026-08-03)
    RSI(14)     49.23   (42nd pct of own history, since 2000 (6499 obs))
  returns          (as of 2026-08-03)
     5d return  -1.82%
    20d return  +18.32%
    60d return  -14.69%
  volatility by rate-era
    pre-crisis       2.5296%   (from 2000-08-23)
    ZIRP-2009        2.2201%
    tightening-2015  2.2808%
    ZIRP-2019        12.6517%
    tightening-2022  2.6222%
    easing-2024      2.5977%