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Query WTI or Brent daily prices by date range with summaries, chart, and records.
Up to 366 days per query. Displays provider WTI/Brent records; price units, contract mapping and adjustment basis are not independently confirmed. Not for trade settlement.
Choose a crude benchmark and date range to view price history
Overview
Understand what the tool solves, how it works, and the boundaries of its data.
Select WTI or Brent and a start and end date to request dated daily records. Results include a chart, a table, and summary values: the latest returned close, the highest daily high, the lowest daily low, and the percentage change from the first valid close to the last valid close. Individual rows may include open, high, low, close, daily change, and volume when the source provides those fields.
WTI and Brent are distinct crude-oil benchmarks, so keep them as separately labeled series. The page does not identify the upstream data publisher. The U.S. Energy Information Administration publishes its own WTI Cushing and Brent Europe spot-price series, which can serve as an independent reference, but that does not establish that the records shown here come from EIA or use the same price definition. EIA’s spot-price table and source notes identify its own series and units.
The default covers approximately the most recent 30 calendar days. Choose a benchmark and enter dates no later than today; the start must not be after the end. A single request is limited to 366 calendar days. For longer reviews, split the period into documented windows and compare the same benchmark across them.
The requested interval counts calendar days, but market records are not expected every day. Weekends and market holidays may have no row. An empty result can also reflect missing upstream data, so verify the dates, widen the interval when appropriate, and retry later if a source interruption is suspected.
The latest close is the last valid close in chronological order. Period high and low are the maximum returned daily high and minimum returned daily low. The period percentage change is (last close − first close) ÷ first close × 100. For example, if the first close is $74.00 per barrel and the last is $77.70, the endpoint change is about +5.0%. That figure describes only those two endpoints; it does not show the path between them.
Price fields are shown in the returned unit, and this interface labels price in dollars per barrel. The page does not convert currencies or compute a portfolio return. A missing volume field is displayed as unavailable rather than inferred as zero.
The chart helps locate changes in closes and the period’s highs and lows; the table keeps the dated observations available for inspection and copying. Lines connecting dates are a visual aid: they do not imply trading on intervening weekends. A positive endpoint change can coexist with sharp interim declines, so review the plotted path and daily values before summarizing a period.
For a report, record the benchmark, requested dates, retrieval date, and the exact source definition you can verify. If a value looks unusual, check its date, unit, and benchmark against an independent authoritative series before drawing a conclusion.
Two series labeled WTI or Brent may differ because one reports spot prices and another reports futures settlements or a continuous futures construction. The EIA’s documented spot-price series is not automatically interchangeable with a futures contract history. Comparisons are meaningful only after aligning benchmark, price type, units, dates, and any contract or roll convention.
Do not fill a missing market date with zero; doing so creates a price that was never reported and distorts changes and extrema. Preserve gaps and describe them. This tool filters records to parseable dates and closes for display and calculation; it is not an audit of the publisher’s data.
The selected range uses calendar dates, while daily market data generally has observations on market days. A missing weekend row is not by itself an error.
No. It compares the first and last valid closes. Use the chart and daily table to understand intermediate movement.
The page does not identify its upstream provider. EIA publishes a separate official series that can be used for independent comparison after checking price definitions and units.
Keep the benchmarks distinct. They represent different reference markets; label both explicitly when comparing them.
Past prices describe recorded observations and do not predict future prices or guarantee investment results. Upstream values may be missing, delayed, or revised. The summary change excludes fees, financing, currency conversion, contract rolls, and holding structure. For valuation, trading, or settlement work, use the data source specified for that purpose and verify the underlying records.
Guide
Follow the workflow and verify inputs and outputs with practical examples.
Choose WTI or Brent and keep that benchmark consistent through the analysis.
Set a start date and an end date on or before today; keep the interval within 366 calendar days.
Submit the query and review the summary, chart, and dated rows together.
Record the benchmark, dates, retrieval date, and any independent source used to verify an unusual value.
If no records appear, check date order and benchmark, then try an interval containing market days. Do not treat missing rows as zero prices.
Use cases
See how the tool fits into real work and everyday tasks.
An analyst can identify the dates behind an endpoint move, then consult a documented source before citing a price in a report.
A purchasing team can use recent highs and lows as background while separately accounting for its contract terms, timing, and currency exposure.
A student can compare two windows for one benchmark and explain that the chart contains market observations rather than every calendar day.
Q&A
Find concise answers to common questions and confusing cases.
The upstream source for this page is not identified, and sources can use different price types, dates, or construction methods. Compare definitions before judging a discrepancy.
No. The result compares the first and last valid closes only. It does not summarize interim volatility or drawdowns.
The returned record did not provide a usable volume value. It should not be interpreted as zero trading.
No. Each request is capped at 366 calendar days. Split a longer study into separate windows and document the boundaries.
Notes
Review scope, result limitations, and important precautions before use.
Historical prices are not forecasts, investment recommendations, or settlement records. Data may be delayed, missing, or revised, and the period percentage excludes fees, financing, exchange rates, and contract-roll effects. Verify prices with the authoritative source required for the decision at hand.
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