mercatusdata

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

On 2026-10-12, Gold closed at 4190.6 USD/oz, down 0.61% on the day. At the 2026-10-12 close, Gold was 16.6% of the way from its 52-week low to its high. At the 2026-10-12 close, Gold had an RSI(14) of 41.55, in the 17th percentile of its history since 2000, and its 20-day return of -3.71% was in the 15th percentile. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of Gold were 4259.53 / 4370.52 / 4526.47 USD/oz, with price -1.62% / -4.12% / -7.42% against them. At the 2026-10-12 close, the 52-week range of Gold was 3913.7–5586.2 USD/oz; it closed 24.98% below the high and 7.08% above the low. Its 20-day volatility is 1.092% daily, in the 60th percentile of its history since 2000. Its 14-day average true range (ATR) is 86.28 USD/oz, 2.06% of price. It has returned +0.81% over 5 days and +4.43% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-12.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-10-12, prior 2026-10-09)
    close       4190.60
    change      -25.70  (-0.610%)
  range            (as of 2026-10-12)
    range       64.20
    close pos   19.5% of range
  moving averages  (as of 2026-10-12)
     20d MA     4259.53   price below by -1.62%
     50d MA     4370.52   price below by -4.12%
    200d MA     4526.47   price below by -7.42%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-12)
    20d stdev   1.092% daily ≈ 17.3% annualised (×√252)   (60th pct of own history, since 2000 (5719 obs))
    vs easing-2024 avg  0.78× (1.092% vs 1.409% era avg)
  ATR              (as of 2026-10-12)
    ATR(14)    86.28
    ATR%        2.06%   (91st pct of own history, since 2000 (5725 obs))
    range/ATR   74.4%
  52-week range    (as of 2026-10-12)
    high        5586.20   (-24.98% from high)
    low         3913.70   (+7.08% from low)
  momentum         (as of 2026-10-12)
    RSI(14)     41.55   (17th pct of own history, since 2000 (5725 obs))
  returns          (as of 2026-10-12)
     5d return  +0.81%
    20d return  -3.71%
    60d return  +4.43%
  volatility by rate-era
    pre-crisis (through 2008) 1.39%   (from 2000-08-31)
    ZIRP (2009–2015)         1.18%
    tightening (2015–2018)   0.84%
    ZIRP (2019–2021)         1.08%
    tightening (2022–2023)   0.94%
    easing (2024– )          1.41%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-10-08)
    vs real yield (Δ) -0.39 (26w)
    vs real yield (Δ) -0.47 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-10-12)
    vs DXY      -0.45 (26w)
    vs DXY      -0.35 (52w)
    vs S&P 500  +0.51 (26w)
    vs S&P 500  +0.41 (52w)