Brent Crude: 20-day volatility 4.849% daily (96th pct)

On 2026-08-05, Brent Crude closed at 79.8 USD/bbl, up 0.55% on the day. It trades at 31.3% of its 52-week range. Its RSI(14) of 42.77 is in the 25th percentile of its history since 2007, and its 20-day return of +2.28% in the 56th percentile. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 86.73 / 85.18 / 80.93 USD/bbl, with price -7.99% / -6.31% / -1.40% against them. Its 52-week range is 58.72–126.1 USD/bbl; it closed 36.72% below the high and 35.90% above the low. Its 20-day volatility is 4.849% daily, in the 96th percentile of its history since 2007. Its 14-day average true range (ATR) is 5.06 USD/bbl, 6.34% of price. It has returned -12.06% over 5 days and -21.22% over 60 days.

=== BRENT CRUDE  (USD/bbl) ===
  price & change   (as of 2026-08-05, prior 2026-08-04)
    close       79.80
    change      +0.44  (+0.554%)
  range            (as of 2026-08-05)
    range       1.28
    close pos   59.4% of range
  moving averages  (as of 2026-08-05)
     20d MA     86.73   price below by -7.99%
     50d MA     85.18   price below by -6.31%
    200d MA     80.93   price below by -1.40%
    price < all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-08-05)
    20d stdev   4.849% daily ≈ 77.0% annualized (×√252)   (96th pct of own history, since 2007 (4625 obs))
    vs easing-2024 avg  1.94× (4.849% vs 2.498% era avg)
  ATR              (as of 2026-08-05)
    ATR(14)    5.06
    ATR%        6.34%   (95th pct of own history, since 2007 (4631 obs))
    range/ATR   25.3%
  relative volume  [as of 2026-08-04 · 1d behind 2026-08-05]
    RVOL        0.81x  (volume vs its 20-day average)
    pctile      32nd pct of own history, since 2007 (4615 obs)
  52-week range    (as of 2026-08-05)
    high        126.10   (-36.72% from high)
    low         58.72   (+35.90% from low)
  momentum         (as of 2026-08-05)
    RSI(14)     42.77   (25th pct of own history, since 2007 (4631 obs))
  returns          (as of 2026-08-05)
     5d return  -12.06%
    20d return  +2.28%
    60d return  -21.22%
  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      2.4983%