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

On 2026-08-04, Gold closed at 4095.4 USD/oz, up 1.53% on the day. It trades at 35.8% of its 52-week range. Its RSI(14) of 49.65 is in the 41st percentile of its history since 2000, and its 20-day return of -1.20% in the 32nd percentile. Its 20/50/200-day moving averages are 4058.62 / 4184.11 / 4465.82 USD/oz, with price +0.91% / -2.12% / -8.29% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 26.69% below the high and 25.48% above the low. Its 20-day volatility is 1.401% daily, in the 81st percentile of its history since 2000. Its 14-day average true range (ATR) is 68.4 USD/oz, 1.67% of price. It has returned +1.46% over 5 days and -12.86% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-08-04, prior 2026-08-03)
    close       4095.40
    change      +61.70  (+1.530%)
  range            (as of 2026-08-04)
    range       46.60
    close pos   100.0% of range
  moving averages  (as of 2026-08-04)
     20d MA     4058.62   price above by +0.91%
     50d MA     4184.11   price below by -2.12%
    200d MA     4465.82   price below by -8.29%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-04)
    20d stdev   1.401% daily ≈ 22.2% annualized (×√252)   (81st pct of own history, since 2000 (5672 obs))
    vs easing-2024 avg  0.99× (1.401% vs 1.410% era avg)
  ATR              (as of 2026-08-04)
    ATR(14)    68.40
    ATR%        1.67%   (82nd pct of own history, since 2000 (5678 obs))
    range/ATR   68.1%
  52-week range    (as of 2026-08-04)
    high        5586.20   (-26.69% from high)
    low         3263.90   (+25.48% from low)
  momentum         (as of 2026-08-04)
    RSI(14)     49.65   (41st pct of own history, since 2000 (5678 obs))
  returns          (as of 2026-08-04)
     5d return  +1.46%
    20d return  -1.20%
    60d return  -12.86%
  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      1.4105%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-03)
    vs real yield (Δ) -0.52 (26w)
    vs real yield (Δ) -0.46 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-08-04)
    vs DXY      -0.22 (26w)
    vs DXY      -0.27 (52w)
    vs S&P 500  +0.60 (26w)
    vs S&P 500  +0.36 (52w)