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Query WTI or Brent daily prices by date range with summaries, chart, and records.
You can query up to 366 days at a time. Prices are shown in USD per barrel. Market data is for reference only and is not investment advice.
Choose a crude benchmark and date range to view price history
A current quote describes one observation; a historical series shows how prices changed across a selected period. This page retrieves daily WTI or Brent records and displays open, high, low, close, change, and volume. It also calculates the latest close in the returned set, the period high and low, and the endpoint percentage change. A line chart emphasizes the path of close, high, and low, while the table preserves individual dates.
The output can answer retrospective questions such as how wide the recorded range was, whether the final close finished above the initial close, and when a local high occurred. It cannot determine tomorrow's price or prove that a news event caused a move. Historical performance describes observations that already exist; it is neither a return promise nor a forecasting model.
yyyyMMdd form.The calendar range includes weekends and holidays, but returned rows usually represent only days for which the provider has a market record. A very short holiday-only range may be empty. If a wider range still returns nothing, confirm the benchmark and the upstream service status.
Latest close is the last valid closing value in the sorted response. Period high and period low are the maximum daily high and minimum daily low among valid rows. Period change compares the first valid close with the last valid close as a percentage. That endpoint calculation does not include financing, rolling, foreign exchange, fees, or any other holding cost.
The chart plots close, high, and low for discrete market dates. Lines between points are visual guides and do not imply continuous weekend trading. Desktop tables show recent dates first; mobile layouts use labeled cards. Volume is displayed exactly when the provider returns a usable value. A dash means the field is unavailable, and the page does not infer volume from price movement.
Assume a June WTI query returns a first valid close of USD 74.00 per barrel, a last close of 77.70, a daily high of 79.20, and a daily low of 72.80. The endpoint change is approximately (77.70 − 74.00) ÷ 74.00 = +5.00%. The positive summary says the final endpoint is higher. It does not mean that every session rose or that drawdown was small.
The chart may reveal a fall to 72.80, a rebound to 79.20, and a later close at 77.70. Looking only at +5.00% would hide that path. An internal report should state the first and last dates, endpoint closes, range extremes, missing sessions, and benchmark. Keep the detailed rows rather than relying on a cropped summary card.
Month-to-month comparison should use the same benchmark, similar calendar rules, and one documented source. Comparing a continuous WTI series in one period with a specific futures month in another can turn contract-roll differences into an apparent market move. A WTI–Brent spread study must also align dates and identify whether each observation is spot, settlement, or another compiled measure.
Short windows are sensitive to single events and thin sessions; long windows can cross contract rolls, policy cycles, and inflation regimes. A yearly review may be easier to audit when split into monthly or quarterly windows with separate changes and extremes. Calendar-day count is not trading-day count, and missing values must not be replaced with zero because that would create a fictional price crash.
The component keeps rows with a parseable date and close and sorts them chronologically for calculations. That minimum normalization makes the chart usable; it is not a financial-data audit. Critical work needs daily verification against an exchange or other authoritative dataset.
The series is useful for energy-market reviews, procurement background, newsroom timelines, coursework, and price-sensitivity discussions. Semantic copy output can be moved into notes or a separate analysis workflow. A backtest still needs an explicit trading calendar, contract-roll method, transaction costs, slippage, and revision policy, along with a record of when the data was obtained.
The 366-day request cap controls upstream load and keeps the visualization readable; it does not certify that shorter histories are more accurate. Third-party data may be delayed, revised, or built with a different continuous-contract method from another platform. Investment, hedging, valuation, or settlement decisions should use the source recognized by the relevant contract and receive qualified review.
Period statistics are calculated directly from valid daily rows returned by the API. The page performs no price interpolation and no trend forecast. Explanatory definitions draw on U.S. Energy Information Administration material and official benchmark contract pages from CME Group and ICE. Those references clarify methodology and do not imply that the organizations provide or endorse this API's output.