For traders with a short-term time horizon who are looking for big moves over a short period, we have updated our list of the S&P 1500 stocks trading above $10 that have the largest intraday high-low ranges (based on the average percent spread between the intraday high and low over the last 50 days). The stocks are grouped based on whether they have a rising or falling 50-day moving average (DMA). Stocks highlighted in gray are new to the list this month.
Looking at the names on this list, we might as well just call this the most volatile Energy stocks. Of the 50 stocks listed, 33 are from the Energy sector. Additionally, Energy sector names account for the top 19 spots on the list. Of the remaining five sectors represented on the list, no other sector accounts for more than five names. The most volatile stock on the list is Bill Barrett, which has averaged an intraday move of 9.8% in the last 50 trading days. Besides BBG, the only other stocks that have seen intraday ranges of 8% or more are Rosetta Resources (ROSE) and Stone Energy (SGY). Finally, the highest priced stock on the list is Lannett (LCI). At a current price of about $65 and an average daily range of 4.6%, the stock has an average intraday range of about $3 a day.