mercatusdata

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

On 2026-10-16, Gold closed at 4181.1 USD/oz, up 0.26% on the day. At the 2026-10-16 close, Gold was 16.0% of the way from its 52-week low to its high. At the 2026-10-16 close, Gold had an RSI(14) of 43.62, in the 23rd percentile of its history since 2000, and its 20-day return of -5.51% was in the 7th percentile. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of Gold were 4214.11 / 4370.91 / 4527.75 USD/oz, with price -0.78% / -4.34% / -7.66% against them. At the 2026-10-16 close, the 52-week range of Gold was 3913.7–5586.2 USD/oz; it closed 25.15% below the high and 6.83% above the low. Its 20-day volatility is 1.143% daily, in the 72nd percentile of its history since 2000. Its 14-day average true range (ATR) is 83.1 USD/oz, 1.99% of price. It has returned -0.83% over 5 days and +3.32% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-16.

Gold here is the continuous series of the COMEX Gold futures contract (GC), priced in US dollars per troy ounce: a futures price, not the spot price or the LBMA fixing.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-10-16, prior 2026-10-15)
    close       4181.10
    change      +11.00  (+0.264%)
  range            (as of 2026-10-16)
    range       52.90
    close pos   25.7% of range
  moving averages  (as of 2026-10-16)
     20d MA     4214.11   price below by -0.78%
     50d MA     4370.91   price below by -4.34%
    200d MA     4527.75   price below by -7.66%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-16)
    20d stdev   1.143% daily ≈ 18.2% annualised (×√252)   (72nd pct of own history, since 2000 (6521 obs))
    vs easing-2024 avg  0.83× (1.143% vs 1.381% era avg)
  ATR              (as of 2026-10-16)
    ATR(14)    83.10
    ATR%        1.99%   (90th pct of own history, since 2000 (5729 obs))
    range/ATR   63.7%
  52-week range    (as of 2026-10-16)
    high        5586.20   (-25.15% from high)
    low         3913.70   (+6.83% from low)
  momentum         (as of 2026-10-16)
    RSI(14)     43.62   (23rd pct of own history, since 2000 (6527 obs))
  returns          (as of 2026-10-16)
     5d return  -0.83%
    20d return  -5.51%
    60d return  +3.32%
  volatility by rate-era
    pre-crisis (to 2008)     1.19%   (from 2000-08-31)
    ZIRP (2009–2015)         1.16%
    tightening (2015–2018)   0.81%
    ZIRP (2019–2021)         1.04%
    tightening (2022–2023)   0.91%
    easing (2024– )          1.38%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-10-15)
    vs real yield (Δ) -0.34 (26w)
    vs real yield (Δ) -0.43 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-10-16)
    vs DXY      -0.43 (26w)
    vs DXY      -0.35 (52w)
    vs S&P 500  +0.47 (26w)
    vs S&P 500  +0.40 (52w)