Brent Crude: 20-day volatility 4.447% daily (95th pct)

On 2026-08-14, Brent Crude closed at 88.52 USD/bbl, up 1.67% on the day. It trades at 44.2% of its 52-week range. Its RSI(14) of 53.43 is in the 56th percentile of its history since 2007, and its 20-day return of +0.48% in the 47th percentile. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 88.2 / 83.95 / 81.75 USD/bbl, with price +0.37% / +5.45% / +8.28% against them. Its 52-week range is 58.72–126.1 USD/bbl; it closed 29.80% below the high and 50.75% 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 4.37 USD/bbl, 4.93% of price. It has returned +5.95% over 5 days and -20.45% over 60 days.

=== BRENT CRUDE  (USD/bbl) ===
  price & change   (as of 2026-08-14, prior 2026-08-13)
    close       88.52
    change      +1.45  (+1.665%)
  range            (as of 2026-08-14)
    range       2.35
    close pos   88.5% of range
  moving averages  (as of 2026-08-14)
     20d MA     88.20   price above by +0.37%
     50d MA     83.95   price above by +5.45%
    200d MA     81.75   price above by +8.28%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-08-14)
    20d stdev   4.447% daily ≈ 70.6% annualized (×√252)   (95th pct of own history, since 2007 (4632 obs))
    vs easing-2024 avg  1.78× (4.447% vs 2.500% era avg)
  ATR              (as of 2026-08-14)
    ATR(14)    4.37
    ATR%        4.93%   (90th pct of own history, since 2007 (4638 obs))
    range/ATR   53.8%
  relative volume  [as of 2026-08-12 · 2d behind 2026-08-14]
    RVOL        0.89x  (volume vs its 20-day average)
    pctile      40th pct of own history, since 2007 (4621 obs)
  52-week range    (as of 2026-08-14)
    high        126.10   (-29.80% from high)
    low         58.72   (+50.75% from low)
  momentum         (as of 2026-08-14)
    RSI(14)     53.43   (56th pct of own history, since 2007 (4638 obs))
  returns          (as of 2026-08-14)
     5d return  +5.95%
    20d return  +0.48%
    60d return  -20.45%
  volatility by rate-era
    pre-crisis       3.08%   (from 2007-07-30)
    ZIRP-2009        2.00%
    tightening-2015  2.23%
    ZIRP-2019        3.01%
    tightening-2022  2.50%
    easing-2024      2.50%