Brent Crude: 20-day volatility 4.476% daily (95th pct)

On 2026-08-17, Brent Crude closed at 90.87 USD/bbl, up 2.65% on the day. It trades at 47.7% of its 52-week range. Its RSI(14) of 56.48 is in the 65th percentile of its history since 2007, and its 20-day return of +1.85% in the 54th percentile. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 88.28 / 83.86 / 81.88 USD/bbl, with price +2.94% / +8.36% / +10.98% against them. Its 52-week range is 58.72–126.1 USD/bbl; it closed 27.94% below the high and 54.75% above the low. Its 20-day volatility is 4.476% daily, in the 95th percentile of its history since 2007. Its 14-day average true range (ATR) is 4.28 USD/bbl, 4.71% of price. It has returned +3.59% over 5 days and -13.47% over 60 days.

=== BRENT CRUDE  (USD/bbl) ===
  price & change   (as of 2026-08-17, prior 2026-08-14)
    close       90.87
    change      +2.35  (+2.655%)
  range            (as of 2026-08-17)
    range       3.16
    close pos   89.9% of range
  moving averages  (as of 2026-08-17)
     20d MA     88.28   price above by +2.94%
     50d MA     83.86   price above by +8.36%
    200d MA     81.88   price above by +10.98%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-08-17)
    20d stdev   4.476% daily ≈ 71.1% annualized (×√252)   (95th pct of own history, since 2007 (4633 obs))
    vs easing-2024 avg  1.79× (4.476% vs 2.500% era avg)
  ATR              (as of 2026-08-17)
    ATR(14)    4.28
    ATR%        4.71%   (89th pct of own history, since 2007 (4639 obs))
    range/ATR   73.8%
  relative volume  [as of 2026-08-13 · 2d behind 2026-08-17]
    RVOL        0.74x  (volume vs its 20-day average)
    pctile      25th pct of own history, since 2007 (4622 obs)
  52-week range    (as of 2026-08-17)
    high        126.10   (-27.94% from high)
    low         58.72   (+54.75% from low)
  momentum         (as of 2026-08-17)
    RSI(14)     56.48   (65th pct of own history, since 2007 (4639 obs))
  returns          (as of 2026-08-17)
     5d return  +3.59%
    20d return  +1.85%
    60d return  -13.47%
  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%