Volatility of Oil Market (Back contract month for the last 21 business days)

Update Date: Jan 19, 2018
Trade Date Gasoline Cash-settled Barge Gasoline Cash-settled Lorry Gasoline Kerosene Platts Cash-settled Barge Kerosene Platts Cash-settled Lorry Kerosene Gas Oil Platts Cash-settled Barge Gas Oil Platts Cash-settled Lorry Gas Oil Platts Dubai Crude Oil Chukyo-Gasoline Chukyo-Kerosene
Jan 19, 2018 10.4% 13.2% 12.9% 11.1% 8.6% 7.0% 11.7% 6.7% 4.1% 13.3% 8.7% 15.7%
Jan 18, 2018 8.8% 13.2% 12.9% 10.0% 8.6% 7.0% 11.7% 6.7% 4.1% 11.7% 8.7% 15.7%
Jan 17, 2018 11.1% 13.2% 12.9% 12.5% 8.6% 7.0% 11.7% 6.7% 4.1% 15.9% 8.7% 15.7%
Jan 16, 2018 12.5% 13.2% 12.9% 13.9% 8.6% 7.0% 11.7% 6.7% 4.1% 18.0% 8.7% 16.6%
Jan 15, 2018 14.3% 13.2% 12.9% 15.2% 8.6% 7.0% 11.7% 6.7% 4.1% 20.0% 8.7% 16.6%
Jan 12, 2018 14.4% 7.9% 9.0% 15.4% 7.6% 7.1% 11.7% 6.9% 4.1% 20.1% 9.1% 16.6%
Jan 11, 2018 14.3% 7.9% 9.0% 15.2% 7.6% 7.1% 11.7% 6.9% 4.1% 20.3% 9.1% 16.6%
Jan 10, 2018 15.1% 7.9% 9.0% 16.1% 7.6% 7.1% 11.7% 6.9% 4.1% 21.2% 9.1% 16.6%
Jan 09, 2018 15.1% 7.9% 9.0% 15.9% 7.6% 7.1% 11.7% 6.9% 4.1% 21.0% 3.0% 8.4%
Jan 05, 2018 15.6% 7.7% 6.4% 16.6% 7.6% 5.6% 11.7% 6.4% 4.0% 22.1% 3.0% 8.4%
Jan 04, 2018 15.6% 8.3% 7.3% 16.7% 7.7% 5.6% 11.7% 6.4% 4.0% 22.3% 3.0% 8.4%
Dec 29, 2017 15.2% 8.3% 7.0% 16.1% 7.6% 5.5% 11.7% 6.4% 3.7% 22.1% 3.0% 8.4%
Dec 28, 2017 15.2% 8.3% 7.0% 16.1% 7.6% 5.5% 11.7% 6.4% 3.7% 22.1% 4.3% 8.4%
Dec 27, 2017 15.2% 8.3% 7.0% 16.0% 7.6% 5.5% 0.0% 6.4% 3.7% 22.1% 4.3% 10.2%
Dec 26, 2017 15.0% 8.3% 7.0% 15.6% 7.6% 5.5% 0.0% 6.4% 3.7% 21.7% 4.3% 10.2%
Dec 25, 2017 15.0% 8.4% 7.0% 15.7% 7.6% 5.6% 0.0% 6.4% 3.8% 21.7% 4.3% 10.2%
Dec 22, 2017 15.0% 4.0% 5.8% 15.7% 1.9% 2.2% 0.0% 3.4% 1.5% 21.7% 4.3% 10.2%
Dec 21, 2017 15.1% 4.0% 5.8% 15.7% 1.9% 2.2% 0.0% 3.4% 1.5% 21.7% 5.6% 11.5%
Dec 20, 2017 14.9% 4.0% 5.8% 15.6% 1.9% 2.2% 18.3% 3.4% 1.5% 21.5% 5.6% 11.5%
Dec 19, 2017 15.0% 6.0% 6.4% 15.7% 5.1% 2.5% 18.3% 4.7% 7.9% 21.8% 5.6% 11.5%
Dec 18, 2017 15.7% 6.0% 6.4% 16.4% 5.1% 2.5% 18.3% 4.7% 7.9% 22.7% 5.6% 11.5%

How to calculate Historical Volatility (HV)

HV is a logarithmic return* calculated as per below formula based on the prices for the last 21 business days.

Calcualate Method

*It differs from the regular annual rate.

Notice

·Historical data can be downloaded here.

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