mercatusdata

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

On 2026-10-12, WTI Crude closed at 93.74 USD/bbl, up 2.06% on the day. At the 2026-10-12 close, WTI Crude was 60.1% of the way from its 52-week low to its high. At the 2026-10-12 close, WTI Crude had an RSI(14) of 53.76, in the 56th percentile of its history since 2000, and its 20-day return of -7.55% was in the 19th percentile. At the 2026-10-12 close, the 20/50/200-day moving averages of WTI Crude were 94.03 / 89.38 / 83.4 USD/bbl, with price -0.31% / +4.87% / +12.39% against them. At the 2026-10-12 close, the 52-week range of WTI Crude was 54.98–119.48 USD/bbl; it closed 21.54% below the high and 70.50% above the low. Its 20-day volatility is 2.489% daily, in the 73rd percentile of its history since 2000. Its 14-day average true range (ATR) is 4.29 USD/bbl, 4.58% of price. It has returned +4.82% over 5 days and +13.64% over 60 days.

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

=== WTI CRUDE  (USD/bbl) ===
  price & change   (as of 2026-10-12, prior 2026-10-09)
    close       93.74
    change      +1.89  (+2.058%)
  range            (as of 2026-10-12)
    range       4.75
    close pos   86.9% of range
  moving averages  (as of 2026-10-12)
     20d MA     94.03   price below by -0.31%
     50d MA     89.38   price above by +4.87%
    200d MA     83.40   price above by +12.39%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-12)
    20d stdev   2.489% daily ≈ 39.5% annualised (×√252)   (73rd pct of own history, since 2000 (6542 obs))
    vs easing-2024 avg  0.96× (2.489% vs 2.600% era avg)
  ATR              (as of 2026-10-12)
    ATR(14)    4.29
    ATR%        4.58%   (86th pct of own history, since 2000 (6548 obs))
    range/ATR   110.7%
  relative volume  [as of 2026-10-08 · 2d behind 2026-10-12]
    RVOL        1.06x  (volume vs its 20-day average)
    pctile      59th pct of own history, since 2000 (6527 obs)
  52-week range    (as of 2026-10-12)
    high        119.48   (-21.54% from high)
    low         54.98   (+70.50% from low)
  momentum         (as of 2026-10-12)
    RSI(14)     53.76   (56th pct of own history, since 2000 (6548 obs))
  returns          (as of 2026-10-12)
     5d return  +4.82%
    20d return  -7.55%
    60d return  +13.64%
  volatility by rate-era
    pre-crisis (through 2008) 2.53%   (from 2000-08-23)
    ZIRP (2009–2015)         2.22%
    tightening (2015–2018)   2.28%
    ZIRP (2019–2021)         12.65%
    tightening (2022–2023)   2.62%
    easing (2024– )          2.60%