mercatusdata

Natural Gas: rel volume 1.78x 20d avg (98th pct)

On 2026-10-12, Natural Gas closed at 3.167 USD/MMBtu, down 1.65% on the day. At the 2026-10-12 close, Natural Gas was 12.8% of the way from its 52-week low to its high. At the 2026-10-12 close, Natural Gas had an RSI(14) of 58.52, in the 76th percentile of its history since 2000, and its 20-day return of +9.36% was in the 75th 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 Natural Gas were 3.046 / 2.903 / 3.123 USD/MMBtu, with price +3.98% / +9.09% / +1.39% against them. At the 2026-10-12 close, the 52-week range of Natural Gas was 2.483–7.827 USD/MMBtu; it closed 59.54% below the high and 27.55% above the low. Its 20-day volatility is 3.121% daily, in the 50th percentile of its history since 2000. Its 14-day average true range (ATR) is 0.13 USD/MMBtu, 4.12% of price. It has returned +3.29% over 5 days and +8.79% over 60 days.

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

=== NATURAL GAS  (USD/MMBtu) ===
  price & change   (as of 2026-10-12, prior 2026-10-09)
    close       3.167
    change      -0.053  (-1.646%)
  range            (as of 2026-10-12)
    range       0.112
    close pos   67.0% of range
  moving averages  (as of 2026-10-12)
     20d MA     3.046   price above by +3.98%
     50d MA     2.903   price above by +9.09%
    200d MA     3.123   price above by +1.39%
    price > all MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-10-12)
    20d stdev   3.121% daily ≈ 49.5% annualised (×√252)   (50th pct of own history, since 2000 (6538 obs))
    vs easing-2024 avg  0.61× (3.121% vs 5.090% era avg)
  ATR              (as of 2026-10-12)
    ATR(14)    0.130
    ATR%        4.12%   (36th pct of own history, since 2000 (6544 obs))
    range/ATR   85.9%
  relative volume  [as of 2026-10-08 · 2d behind 2026-10-12]
    RVOL        1.78x  (volume vs its 20-day average)
    pctile      98th pct of own history, since 2000 (6521 obs)
  52-week range    (as of 2026-10-12)
    high        7.827   (-59.54% from high)
    low         2.483   (+27.55% from low)
  momentum         (as of 2026-10-12)
    RSI(14)     58.52   (76th pct of own history, since 2000 (6544 obs))
  returns          (as of 2026-10-12)
     5d return  +3.29%
    20d return  +9.36%
    60d return  +8.79%
  volatility by rate-era
    pre-crisis (through 2008) 3.84%   (from 2000-08-30)
    ZIRP (2009–2015)         3.14%
    tightening (2015–2018)   2.96%
    ZIRP (2019–2021)         3.58%
    tightening (2022–2023)   5.45%
    easing (2024– )          5.09%