mercatusdata

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

On 2026-10-16, Brent Crude closed at 109.86 USD/bbl, up 3.72% on the day. At the 2026-10-16 close, Brent Crude was 75.9% of the way from its 52-week low to its high. At the 2026-10-16 close, Brent Crude had an RSI(14) of 65.87, in the 88th percentile of its history since 2007, and its 20-day return of +5.77% was in the 72nd percentile. It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of Brent Crude were 103.69 / 98.42 / 89.91 USD/bbl, with price +5.95% / +11.63% / +22.19% against them. At the 2026-10-16 close, the 52-week range of Brent Crude was 58.72–126.1 USD/bbl; it closed 12.88% below the high and 87.09% above the low. Its 20-day volatility is 2.181% daily, in the 63rd percentile of its history since 2007. Its 14-day average true range (ATR) is 4.12 USD/bbl, 3.75% of price. It has returned +4.91% over 5 days and +9.11% over 60 days.

Figures reflect the settled daily snapshot for 2026-10-16.

Brent Crude here is the continuous series of the NYMEX Brent Last Day Financial futures contract (BZ), cash-settled against ICE Brent futures, the North Sea crude benchmark, priced in US dollars per barrel.

=== BRENT CRUDE  (USD/bbl) ===
  price & change   (as of 2026-10-16, prior 2026-10-15)
    close       109.86
    change      +3.94  (+3.720%)
  range            (as of 2026-10-16)
    range       5.08
    close pos   97.2% of range
  moving averages  (as of 2026-10-16)
     20d MA     103.69   price above by +5.95%
     50d MA     98.42   price above by +11.63%
    200d MA     89.91   price above by +22.19%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-16)
    20d stdev   2.181% daily ≈ 34.6% annualised (×√252)   (63rd pct of own history, since 2007 (4676 obs))
    vs easing-2024 avg  0.88× (2.181% vs 2.488% era avg)
  ATR              (as of 2026-10-16)
    ATR(14)    4.12
    ATR%        3.75%   (78th pct of own history, since 2007 (4682 obs))
    range/ATR   123.4%
  relative volume  [as of 2026-10-14 · 2d behind 2026-10-16]
    RVOL        0.91x  (volume vs its 20-day average)
    pctile      42nd pct of own history, since 2007 (4665 obs)
  52-week range    (as of 2026-10-16)
    high        126.10   (-12.88% from high)
    low         58.72   (+87.09% from low)
  momentum         (as of 2026-10-16)
    RSI(14)     65.87   (88th pct of own history, since 2007 (4682 obs))
  returns          (as of 2026-10-16)
     5d return  +4.91%
    20d return  +5.77%
    60d return  +9.11%
  volatility by rate-era
    pre-crisis (to 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%