mercatusdata

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

On 2026-10-20, Natural Gas closed at 2.963 USD/MMBtu, down 3.11% on the day. At the 2026-10-20 close, Natural Gas was 9.0% of the way from its 52-week low to its high. At the 2026-10-20 close, Natural Gas had an RSI(14) of 44.37, in the 34th percentile of its history since 2000, and its 20-day return of -0.07% was in the 50th percentile. At the 2026-10-20 close, the 20/50/200-day moving averages of Natural Gas were 3.117 / 2.955 / 3.095 USD/MMBtu, with price -4.95% / +0.26% / -4.26% against them. At the 2026-10-20 close, the 52-week range of Natural Gas was 2.483–7.827 USD/MMBtu; it closed 62.14% below the high and 19.33% above the low. Its 20-day volatility is 3.317% daily, in the 55th percentile of its history since 2000. Its 14-day average true range (ATR) is 0.14 USD/MMBtu, 4.71% of price. It has returned -9.75% over 5 days and +7.08% over 60 days.

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

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 2026-10-20, prior 2026-10-19)
    close       2.963
    change      -0.095  (-3.107%)
  range            (as of 2026-10-20)
    range       0.089
    close pos   6.7% of range
  moving averages  (as of 2026-10-20)
     20d MA     3.117   price below by -4.95%
     50d MA     2.955   price above by +0.26%
    200d MA     3.095   price below by -4.26%
    price mixed vs MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-10-20)
    20d stdev   3.317% daily ≈ 52.7% annualised (×√252)   (55th pct of own history, since 2000 (6544 obs))
    vs easing-2024 avg  0.65× (3.317% vs 5.076% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    0.140
    ATR%        4.71%   (48th pct of own history, since 2000 (6550 obs))
    range/ATR   63.8%
  relative volume  [as of 2026-10-16 · 2d behind 2026-10-20]
    RVOL        1.27x  (volume vs its 20-day average)
    pctile      81st pct of own history, since 2000 (6527 obs)
  52-week range    (as of 2026-10-20)
    high        7.827   (-62.14% from high)
    low         2.483   (+19.33% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     44.37   (34th pct of own history, since 2000 (6550 obs))
  returns          (as of 2026-10-20)
     5d return  -9.75%
    20d return  -0.07%
    60d return  +7.08%
  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%