mercatusdata

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

On 2026-10-20, Brent Crude closed at 108.79 USD/bbl, down 0.69% on the day. At the 2026-10-20 close, Brent Crude was 74.3% of the way from its 52-week low to its high. At the 2026-10-20 close, Brent Crude had an RSI(14) of 62.69, in the 82nd percentile of its history since 2007, and its 20-day return of +9.61% was in the 85th percentile. It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-20 close, the 20/50/200-day moving averages of Brent Crude were 104.63 / 99.36 / 90.39 USD/bbl, with price +3.98% / +9.49% / +20.35% against them. At the 2026-10-20 close, the 52-week range of Brent Crude was 58.72–126.1 USD/bbl; it closed 13.73% below the high and 85.27% above the low. Its 20-day volatility is 1.992% daily, in the 56th percentile of its history since 2007. Its 14-day average true range (ATR) is 4.23 USD/bbl, 3.89% of price. It has returned +2.93% over 5 days and +23.12% over 60 days.

Figures reflect the settled daily snapshot for 2026-10-20.

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 2026-10-20, prior 2026-10-19)
    close       108.79
    change      -0.76  (-0.694%)
  range            (as of 2026-10-20)
    range       6.02
    close pos   47.2% of range
  moving averages  (as of 2026-10-20)
     20d MA     104.63   price above by +3.98%
     50d MA     99.36   price above by +9.49%
    200d MA     90.39   price above by +20.35%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-20)
    20d stdev   1.992% daily ≈ 31.6% annualised (×√252)   (56th pct of own history, since 2007 (4678 obs))
    vs easing-2024 avg  0.80× (1.992% vs 2.485% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    4.23
    ATR%        3.89%   (80th pct of own history, since 2007 (4684 obs))
    range/ATR   142.2%
  relative volume  [as of 2026-10-16 · 2d behind 2026-10-20]
    RVOL        0.92x  (volume vs its 20-day average)
    pctile      43rd pct of own history, since 2007 (4667 obs)
  52-week range    (as of 2026-10-20)
    high        126.10   (-13.73% from high)
    low         58.72   (+85.27% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     62.69   (82nd pct of own history, since 2007 (4684 obs))
  returns          (as of 2026-10-20)
     5d return  +2.93%
    20d return  +9.61%
    60d return  +23.12%
  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– )          2.48%