mercatusdata

WTI Crude: relative volume 0.38× its 20-day average (4th percentile)

On 2026-10-20, WTI Crude closed at 101.79 USD/bbl, down 1.80% on the day. At the 2026-10-20 close, WTI Crude was 72.6% of the way from its 52-week low to its high. At the 2026-10-20 close, WTI Crude had an RSI(14) of 64.41, in the 86th percentile of its history since 2000, and its 20-day return of +7.61% was in the 76th 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 WTI Crude were 93.69 / 91.89 / 84.64 USD/bbl, with price +8.64% / +10.78% / +20.26% against them. At the 2026-10-20 close, the 52-week range of WTI Crude was 54.98–119.48 USD/bbl; it closed 14.81% below the high and 85.14% above the low. Its 20-day volatility is 2.224% daily, in the 62nd percentile of its history since 2000. Its 14-day average true range (ATR) is 4.61 USD/bbl, 4.53% of price. It has returned +8.13% over 5 days and +23.22% over 60 days.

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

WTI Crude here is the continuous series of the NYMEX Light Sweet Crude Oil futures contract (CL): West Texas Intermediate, a light, sweet US crude delivered at Cushing, Oklahoma, priced in US dollars per barrel.

=== WTI CRUDE  (USD/bbl) ===
  price & change   (as of 2026-10-20, prior 2026-10-19)
    close       101.79
    change      -1.87  (-1.804%)
  range            (as of 2026-10-20)
    range       9.44
    close pos   7.9% of range
  moving averages  (as of 2026-10-20)
     20d MA     93.69   price above by +8.64%
     50d MA     91.89   price above by +10.78%
    200d MA     84.64   price above by +20.26%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-20)
    20d stdev   2.224% daily ≈ 35.3% annualised (×√252)   (62nd pct of own history, since 2000 (6548 obs))
    vs easing-2024 avg  0.86× (2.224% vs 2.597% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    4.61
    ATR%        4.53%   (86th pct of own history, since 2000 (6554 obs))
    range/ATR   204.7%
  relative volume  [as of 2026-10-16 · 2d behind 2026-10-20]
    RVOL        0.38x  (volume vs its 20-day average)
    pctile      4th pct of own history, since 2000 (6533 obs)
  52-week range    (as of 2026-10-20)
    high        119.48   (-14.81% from high)
    low         54.98   (+85.14% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     64.41   (86th pct of own history, since 2000 (6554 obs))
  returns          (as of 2026-10-20)
     5d return  +8.13%
    20d return  +7.61%
    60d return  +23.22%
  volatility by rate-era
    pre-crisis (to 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%