mercatusdata

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

On 2026-10-13, Gold closed at 4177.3 USD/oz, down 0.32% on the day. At the 2026-10-13 close, Gold was 15.8% of the way from its 52-week low to its high. At the 2026-10-13 close, Gold had an RSI(14) of 40.44, in the 15th percentile of its history since 2000, and its 20-day return of -3.59% was in the 16th percentile. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-13 close, the 20/50/200-day moving averages of Gold were 4251.76 / 4373.4 / 4525.66 USD/oz, with price -1.75% / -4.48% / -7.70% against them. At the 2026-10-13 close, the 52-week range of Gold was 3913.7–5586.2 USD/oz; it closed 25.22% below the high and 6.74% above the low. Its 20-day volatility is 1.091% daily, in the 60th percentile of its history since 2000. Its 14-day average true range (ATR) is 84.05 USD/oz, 2.01% of price. It has returned -0.23% over 5 days and +4.16% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-13.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-10-13, prior 2026-10-12)
    close       4177.30
    change      -13.30  (-0.317%)
  range            (as of 2026-10-13)
    range       55.10
    close pos   13.8% of range
  moving averages  (as of 2026-10-13)
     20d MA     4251.76   price below by -1.75%
     50d MA     4373.40   price below by -4.48%
    200d MA     4525.66   price below by -7.70%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-13)
    20d stdev   1.091% daily ≈ 17.3% annualised (×√252)   (60th pct of own history, since 2000 (5720 obs))
    vs easing-2024 avg  0.78× (1.091% vs 1.408% era avg)
  ATR              (as of 2026-10-13)
    ATR(14)    84.05
    ATR%        2.01%   (90th pct of own history, since 2000 (5726 obs))
    range/ATR   65.6%
  52-week range    (as of 2026-10-13)
    high        5586.20   (-25.22% from high)
    low         3913.70   (+6.74% from low)
  momentum         (as of 2026-10-13)
    RSI(14)     40.44   (15th pct of own history, since 2000 (5726 obs))
  returns          (as of 2026-10-13)
     5d return  -0.23%
    20d return  -3.59%
    60d return  +4.16%
  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 2026-10-09)
    vs real yield (Δ) -0.40 (26w)
    vs real yield (Δ) -0.48 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-10-13)
    vs DXY      -0.45 (26w)
    vs DXY      -0.35 (52w)
    vs S&P 500  +0.51 (26w)
    vs S&P 500  +0.41 (52w)