mercatusdata

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

On 2026-10-20, Gold closed at 4142.6 USD/oz, down 0.42% on the day. At the 2026-10-20 close, Gold was 13.7% of the way from its 52-week low to its high. At the 2026-10-20 close, Gold had an RSI(14) of 40.34, in the 15th percentile of its history since 2000, and its 20-day return of -5.34% was in the 8th percentile. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-20 close, the 20/50/200-day moving averages of Gold were 4191.23 / 4362.92 / 4526.06 USD/oz, with price -1.16% / -5.05% / -8.47% against them. At the 2026-10-20 close, the 52-week range of Gold was 3913.7–5586.2 USD/oz; it closed 25.84% below the high and 5.85% above the low. Its 20-day volatility is 1.135% daily, in the 71st percentile of its history since 2000. Its 14-day average true range (ATR) is 78.54 USD/oz, 1.90% of price. It has returned -0.83% over 5 days and +1.67% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-20.

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 2026-10-20, prior 2026-10-19)
    close       4142.60
    change      -17.50  (-0.421%)
  range            (as of 2026-10-20)
    range       44.80
    close pos   27.9% of range
  moving averages  (as of 2026-10-20)
     20d MA     4191.23   price below by -1.16%
     50d MA     4362.92   price below by -5.05%
    200d MA     4526.06   price below by -8.47%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-20)
    20d stdev   1.135% daily ≈ 18.0% annualised (×√252)   (71st pct of own history, since 2000 (6523 obs))
    vs easing-2024 avg  0.82× (1.135% vs 1.380% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    78.54
    ATR%        1.90%   (89th pct of own history, since 2000 (5731 obs))
    range/ATR   57.0%
  52-week range    (as of 2026-10-20)
    high        5586.20   (-25.84% from high)
    low         3913.70   (+5.85% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     40.34   (15th pct of own history, since 2000 (6529 obs))
  returns          (as of 2026-10-20)
     5d return  -0.83%
    20d return  -5.34%
    60d return  +1.67%
  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 2026-10-19)
    vs real yield (Δ) -0.35 (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 2026-10-20)
    vs DXY      -0.42 (26w)
    vs DXY      -0.35 (52w)
    vs S&P 500  +0.48 (26w)
    vs S&P 500  +0.41 (52w)