The correct identification of the time series path of non-renewable energy resources has far reaching consequences for economists and policymakers alike. This study builds on the existing literature by employing a data series that includes a sample period of institutional change and recently developed unit root testing procedures. Besides crude oil, natural gas and coal prices are also examined, aiming to further the knowledge of non-renewable energy resource time paths in order to inform future research and update the conclusions of past studies. The unit root tests allow for structural breaks and are based on the procedures developed by Zivot and Andrews (1992), Lumsdaine and Papell (1997) and Lee and Strazicich (2003). Finally, we investigate whether the trend changes signs in the regimes which are bounded by the structural breaks and quantify the prevalence of the trends over the sample period considered. The results show that the trend is not well represented by a single positive or negative trend. The variability of the trend suggests that forecasting energy prices should not typically occur about a single trend.