mercatusdata

Brent Crude: RSI, volatility, 52-week range · daily

On 2026-10-12, Brent Crude closed at 106.65 USD/bbl, up 1.84% on the day. At the 2026-10-12 close, Brent Crude was 71.1% of the way from its 52-week low to its high. At the 2026-10-12 close, Brent Crude had an RSI(14) of 61.29, in the 79th percentile of its history since 2007, and its 20-day return of +0.92% was in the 49th percentile. It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of Brent Crude were 103.48 / 96.37 / 89 USD/bbl, with price +3.06% / +10.67% / +19.82% against them. At the 2026-10-12 close, the 52-week range of Brent Crude was 58.72–126.1 USD/bbl; it closed 15.42% below the high and 81.62% above the low. Its 20-day volatility is 2.232% daily, in the 66th percentile of its history since 2007. Its 14-day average true range (ATR) is 4.44 USD/bbl, 4.16% of price. It has returned +6.31% over 5 days and +21.06% over 60 days.

Figures reflect the settled daily snapshot for 2026-10-12.

=== BRENT CRUDE  (USD/bbl) ===
  price & change   (as of 2026-10-12, prior 2026-10-09)
    close       106.65
    change      +1.93  (+1.843%)
  range            (as of 2026-10-12)
    range       4.95
    close pos   86.9% of range
  moving averages  (as of 2026-10-12)
     20d MA     103.48   price above by +3.06%
     50d MA     96.37   price above by +10.67%
    200d MA     89.00   price above by +19.82%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-12)
    20d stdev   2.232% daily ≈ 35.4% annualised (×√252)   (66th pct of own history, since 2007 (4672 obs))
    vs easing-2024 avg  0.90× (2.232% vs 2.491% era avg)
  ATR              (as of 2026-10-12)
    ATR(14)    4.44
    ATR%        4.16%   (84th pct of own history, since 2007 (4678 obs))
    range/ATR   111.5%
  relative volume  [as of 2026-10-08 · 2d behind 2026-10-12]
    RVOL        1.00x  (volume vs its 20-day average)
    pctile      52nd pct of own history, since 2007 (4661 obs)
  52-week range    (as of 2026-10-12)
    high        126.10   (-15.42% from high)
    low         58.72   (+81.62% from low)
  momentum         (as of 2026-10-12)
    RSI(14)     61.29   (79th pct of own history, since 2007 (4678 obs))
  returns          (as of 2026-10-12)
     5d return  +6.31%
    20d return  +0.92%
    60d return  +21.06%
  volatility by rate-era
    pre-crisis (through 2008) 3.08%   (from 2007-07-30)
    ZIRP (2009–2015)         2.00%
    tightening (2015–2018)   2.23%
    ZIRP (2019–2021)         3.01%
    tightening (2022–2023)   2.50%
    easing (2024– )          2.49%