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

Update Date: Apr 20, 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
Apr 20, 2018 16.7% 24.4% 18.2% 18.0% 12.1% 11.0% 15.1% 16.7% 13.0% 21.9% 25.1% 20.6%
Apr 19, 2018 18.2% 24.4% 18.2% 19.4% 12.1% 11.0% 15.1% 16.7% 13.0% 24.6% 9.4% 20.6%
Apr 18, 2018 18.0% 24.4% 18.2% 18.6% 12.1% 11.0% 12.2% 12.1% 6.2% 24.0% 9.4% 20.6%
Apr 17, 2018 17.5% 24.4% 18.2% 18.3% 12.5% 11.2% 12.1% 12.0% 6.1% 23.8% 9.4% 20.6%
Apr 16, 2018 17.5% 24.4% 18.2% 18.4% 12.5% 11.2% 12.1% 12.0% 6.1% 23.7% 9.4% 20.0%
Apr 13, 2018 17.1% 21.7% 18.0% 18.2% 10.9% 10.6% 12.1% 12.0% 5.8% 23.5% 9.4% 20.0%
Apr 12, 2018 17.2% 21.7% 18.0% 18.3% 10.9% 10.6% 11.9% 11.5% 5.8% 23.7% 9.9% 20.0%
Apr 11, 2018 16.7% 21.7% 18.0% 17.9% 10.9% 10.6% 11.7% 10.9% 5.8% 23.2% 9.9% 20.0%
Apr 10, 2018 16.8% 21.9% 19.1% 18.2% 11.2% 12.4% 11.7% 11.5% 6.1% 24.2% 9.9% 20.0%
Apr 09, 2018 15.6% 21.9% 19.1% 17.6% 11.2% 12.4% 11.7% 11.5% 6.1% 23.0% 9.9% 19.7%
Apr 06, 2018 16.0% 14.3% 14.2% 17.6% 10.5% 10.8% 11.7% 11.5% 5.9% 22.9% 9.9% 19.7%
Apr 05, 2018 16.3% 14.3% 14.2% 17.8% 10.5% 10.8% 11.7% 11.5% 5.9% 23.6% 9.9% 19.7%
Apr 04, 2018 17.4% 14.3% 14.2% 18.6% 10.5% 10.8% 11.7% 11.5% 5.7% 24.8% 9.9% 19.8%
Apr 03, 2018 17.5% 27.9% 14.5% 18.6% 40.9% 28.0% 11.5% 13.9% 6.4% 24.9% 9.3% 19.8%
Apr 02, 2018 16.3% 27.9% 14.5% 17.6% 40.9% 28.0% 11.3% 13.9% 6.4% 23.3% 11.1% 19.8%
Mar 30, 2018 18.4% 27.9% 13.3% 20.1% 40.3% 27.2% 11.3% 13.9% 6.4% 26.8% 11.1% 19.8%
Mar 29, 2018 18.5% 27.9% 13.3% 20.2% 40.3% 27.2% 11.3% 13.9% 6.4% 27.3% 11.1% 19.8%
Mar 28, 2018 18.5% 27.9% 13.3% 20.1% 40.3% 27.2% 11.3% 13.9% 5.9% 27.0% 11.1% 19.8%
Mar 27, 2018 18.1% 28.1% 13.3% 20.8% 41.7% 28.1% 0.0% 12.0% 6.4% 27.2% 11.1% 0.0%
Mar 26, 2018 18.3% 28.1% 13.3% 20.9% 41.7% 28.1% 11.3% 12.0% 6.4% 27.6% 11.1% 0.0%
Mar 23, 2018 18.3% 23.7% 6.1% 19.9% 40.6% 27.0% 11.3% 12.0% 6.4% 27.5% 11.1% 0.0%

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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