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I am trying to locate historical volatility data (5+ years) for Brent Crude? Does anyone know where I might be able to source such data?

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Perhaps this site can help http://www.eia.doe.gov/. It is a little confusing to navigate, but the prices are here:

http://tonto.eia.doe.gov/dnav/pet/pet_pri_spt_s1_d.htm

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  • $\begingroup$ Thank you. This is useful spot pricing. I am also looking for volatilites (IV). $\endgroup$ – Tony Hill Aug 30 '12 at 15:37

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