Brent Crude: 20-day volatility 4.520% daily (95th pct)

On 2026-08-11, Brent Crude closed at 88.91 USD/bbl, up 1.36% on the day. It trades at 44.8% of its 52-week range. Its RSI(14) of 54.17 is in the 58th percentile of its history since 2007, and its 20-day return of +4.93% in the 68th percentile. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 87.83 / 84.43 / 81.42 USD/bbl, with price +1.23% / +5.31% / +9.21% against them. Its 52-week range is 58.72–126.1 USD/bbl; it closed 29.49% below the high and 51.41% above the low. Its 20-day volatility is 4.520% daily, in the 95th percentile of its history since 2007. Its 14-day average true range (ATR) is 4.83 USD/bbl, 5.43% of price. It has returned +12.03% over 5 days and -15.90% over 60 days.

=== BRENT CRUDE  (USD/bbl) ===
  price & change   (as of 2026-08-11, prior 2026-08-10)
    close       88.91
    change      +1.19  (+1.357%)
  range            (as of 2026-08-11)
    range       3.30
    close pos   66.1% of range
  moving averages  (as of 2026-08-11)
     20d MA     87.83   price above by +1.23%
     50d MA     84.43   price above by +5.31%
    200d MA     81.42   price above by +9.21%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-08-11)
    20d stdev   4.520% daily ≈ 71.8% annualized (×√252)   (95th pct of own history, since 2007 (4629 obs))
    vs easing-2024 avg  1.81× (4.520% vs 2.503% era avg)
  ATR              (as of 2026-08-11)
    ATR(14)    4.83
    ATR%        5.43%   (93rd pct of own history, since 2007 (4635 obs))
    range/ATR   68.3%
  relative volume  [as of 2026-08-07 · 2d behind 2026-08-11]
    RVOL        0.83x  (volume vs its 20-day average)
    pctile      34th pct of own history, since 2007 (4618 obs)
  52-week range    (as of 2026-08-11)
    high        126.10   (-29.49% from high)
    low         58.72   (+51.41% from low)
  momentum         (as of 2026-08-11)
    RSI(14)     54.17   (58th pct of own history, since 2007 (4635 obs))
  returns          (as of 2026-08-11)
     5d return  +12.03%
    20d return  +4.93%
    60d return  -15.90%
  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      2.5034%