mercatusdata

Natural Gas: RSI, volatility, 52-week range · daily

On 2026-10-16, Natural Gas closed at 3.116 USD/MMBtu, down 3.71% on the day. At the 2026-10-16 close, Natural Gas was 11.8% of the way from its 52-week low to its high. At the 2026-10-16 close, Natural Gas had an RSI(14) of 52.31, in the 59th percentile of its history since 2000, and its 20-day return of +7.01% was in the 70th 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 Natural Gas were 3.106 / 2.944 / 3.101 USD/MMBtu, with price +0.31% / +5.85% / +0.47% against them. At the 2026-10-16 close, the 52-week range of Natural Gas was 2.483–7.827 USD/MMBtu; it closed 60.19% below the high and 25.49% above the low. Its 20-day volatility is 3.406% daily, in the 57th percentile of its history since 2000. Its 14-day average true range (ATR) is 0.142 USD/MMBtu, 4.54% of price. It has returned -3.23% over 5 days and +6.86% over 60 days.

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

Natural Gas here is the continuous series of the NYMEX Henry Hub Natural Gas futures contract (NG), delivered at the Henry Hub in Louisiana and priced in US dollars per million British thermal units (MMBtu).

=== NATURAL GAS  (USD/MMBtu) ===
  price & change   (as of 2026-10-16, prior 2026-10-15)
    close       3.116
    change      -0.120  (-3.708%)
  range            (as of 2026-10-16)
    range       0.167
    close pos   32.3% of range
  moving averages  (as of 2026-10-16)
     20d MA     3.106   price above by +0.31%
     50d MA     2.944   price above by +5.85%
    200d MA     3.101   price above by +0.47%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-10-16)
    20d stdev   3.406% daily ≈ 54.1% annualised (×√252)   (57th pct of own history, since 2000 (6542 obs))
    vs easing-2024 avg  0.67× (3.406% vs 5.081% era avg)
  ATR              (as of 2026-10-16)
    ATR(14)    0.142
    ATR%        4.54%   (44th pct of own history, since 2000 (6548 obs))
    range/ATR   118.0%
  relative volume  [as of 2026-10-14 · 2d behind 2026-10-16]
    RVOL        1.42x  (volume vs its 20-day average)
    pctile      90th pct of own history, since 2000 (6525 obs)
  52-week range    (as of 2026-10-16)
    high        7.827   (-60.19% from high)
    low         2.483   (+25.49% from low)
  momentum         (as of 2026-10-16)
    RSI(14)     52.31   (59th pct of own history, since 2000 (6548 obs))
  returns          (as of 2026-10-16)
     5d return  -3.23%
    20d return  +7.01%
    60d return  +6.86%
  volatility by rate-era
    pre-crisis (to 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– )          5.08%