Gold: RSI, real-yield correlation, 52-week range · daily

On 2026-07-21, Gold closed at 4071.1 USD/oz, up 1.52% on the day. It trades at 34.8% of its 52-week range. Its RSI(14) of 45.67 is in the 28th percentile of its history since 2000, and its 20-day return of +2.02% in the 59th percentile. Its 20/50/200-day moving averages are 4066.12 / 4267.15 / 4458.97 USD/oz, with price +0.12% / -4.59% / -8.70% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 27.12% below the high and 24.73% above the low. Its 20-day volatility is 1.124% daily, in the 63rd percentile of its history since 2000. Its 14-day average true range (ATR) is 74.06 USD/oz, 1.82% of price. It has returned +0.67% over 5 days and -12.93% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-07-21, prior 2026-07-20)
    close       4071.10
    change      +60.80  (+1.516%)
  range            (as of 2026-07-21)
    range       71.40
    close pos   100.0% of range
  moving averages  (as of 2026-07-21)
     20d MA     4066.12   price above by +0.12%
     50d MA     4267.15   price below by -4.59%
    200d MA     4458.97   price below by -8.70%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-21)
    20d stdev   1.124% daily ≈ 17.9% annualized (×√252)   (63rd pct of own history, since 2000 (5664 obs))
    vs easing-2024 avg  0.80× (1.124% vs 1.408% era avg)
  ATR              (as of 2026-07-21)
    ATR(14)    74.06
    ATR%        1.82%   (87th pct of own history, since 2000 (5670 obs))
    range/ATR   96.4%
  52-week range    (as of 2026-07-21)
    high        5586.20   (-27.12% from high)
    low         3263.90   (+24.73% from low)
  momentum         (as of 2026-07-21)
    RSI(14)     45.67   (28th pct of own history, since 2000 (5670 obs))
  returns          (as of 2026-07-21)
     5d return  +0.67%
    20d return  +2.02%
    60d return  -12.93%
  volatility by rate-era
    pre-crisis       1.3878%   (from 2000-08-31)
    ZIRP-2009        1.1796%
    tightening-2015  0.8388%
    ZIRP-2019        1.0750%
    tightening-2022  0.9428%
    easing-2024      1.4083%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-21)
    vs real yield (Δ) -0.52 (26w)
    vs real yield (Δ) -0.48 (52w)