mercatusdata

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

On 2026-10-14, Gold closed at 4107.9 USD/oz, down 1.66% on the day. At the 2026-10-14 close, Gold was 11.6% of the way from its 52-week low to its high. At the 2026-10-14 close, Gold had an RSI(14) of 35.17, in the 7th percentile of its history since 2000, and its 20-day return of -6.37% was in the 6th percentile. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-14 close, the 20/50/200-day moving averages of Gold were 4237.78 / 4373.65 / 4524.4 USD/oz, with price -3.06% / -6.08% / -9.21% against them. At the 2026-10-14 close, the 52-week range of Gold was 3913.7–5586.2 USD/oz; it closed 26.46% below the high and 4.96% above the low. Its 20-day volatility is 1.084% daily, in the 59th percentile of its history since 2000. Its 14-day average true range (ATR) is 85.08 USD/oz, 2.07% of price. It has returned -0.79% over 5 days and +0.90% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-14.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-10-14, prior 2026-10-13)
    close       4107.90
    change      -69.40  (-1.661%)
  range            (as of 2026-10-14)
    range       98.50
    close pos   13.1% of range
  moving averages  (as of 2026-10-14)
     20d MA     4237.78   price below by -3.06%
     50d MA     4373.65   price below by -6.08%
    200d MA     4524.40   price below by -9.21%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-14)
    20d stdev   1.084% daily ≈ 17.2% annualised (×√252)   (59th pct of own history, since 2000 (5721 obs))
    vs easing-2024 avg  0.77× (1.084% vs 1.408% era avg)
  ATR              (as of 2026-10-14)
    ATR(14)    85.08
    ATR%        2.07%   (91st pct of own history, since 2000 (5727 obs))
    range/ATR   115.8%
  52-week range    (as of 2026-10-14)
    high        5586.20   (-26.46% from high)
    low         3913.70   (+4.96% from low)
  momentum         (as of 2026-10-14)
    RSI(14)     35.17   (7th pct of own history, since 2000 (5727 obs))
  returns          (as of 2026-10-14)
     5d return  -0.79%
    20d return  -6.37%
    60d return  +0.90%
  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 2026-10-13)
    vs real yield (Δ) -0.36 (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 2026-10-14)
    vs DXY      -0.45 (26w)
    vs DXY      -0.35 (52w)
    vs S&P 500  +0.53 (26w)
    vs S&P 500  +0.41 (52w)