TOTAL VOLUME:

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$107,351,958

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2,388,728,490

OPEN INTEREST:

$1,416,970,024

400,720

Markets across

30,097

events

MATCHED EVENTS:

2,633

PLATFORM COVERAGE:

5

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Natural Gas (NG) Up or Down on July 9?
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Natural Gas (NG) Up or Down on July 9?

Volume:
$9,098

Natural Gas (NG) Up or Down on July 9?

 - Polymarket

Natural Gas (NG) Up or Down on July 9? - Polymarket

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Resolved Jul 9, 2026

Closed: Jul 9, 5:00 PM EST

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24h
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Natural Gas (NG) Up or Down on July 9?

View
0%
Yes 0¢No 100¢
—
N/A
$9,098
N/A
N/A
N/A
Settled
Yes
Total markets: 1

Description

This market will resolve to "Up" if the Close price for the Active Month of Natural Gas (NG) futures on July 9, 2026 is higher than the Close price for the Active Month of Natural Gas futures on the most recent prior trading day. This market will resolve to "Down" if the Close price for the Active Month of Natural Gas (NG) futures on July 9, 2026 is lower than the Close price for the Active Month of Natural Gas futures on the most recent prior trading day. E.g., ordinarily, a market on Monday would refer to the previous Friday for its most recent closing price, unless Friday were not a trading day under the applicable trading-hours schedule, in which case it would refer to the next most recent prior trading day. For a standard full trading session, the closing price refers to the Pyth "Close" value of the 1-minute candle corresponding to the final minute of regular trading hours on the primary exchange. Closing prices will be used exactly as published by Pyth, without rounding. If the two specified closing prices are exactly equal, if the Active Month contract does not trade at all during the relevant trading session, or if the listed date is not a trading day under the applicable trading-hours schedule, the market will resolve 50-50. For the purposes of this market, trading days will be determined according to the applicable trading hours schedule for the underlying market. Under the standard schedule, trading is open from 6:00:00 PM ET Sunday through 5:00:00 PM ET Friday, with a daily break from 5:00:00 PM ET to 6:00:00 PM ET, except where modified by holiday or special-session hours. Per CME contract specifications for Natural Gas (NG) futures, the last trading day is defined as the third last business day of the month preceding the contract's delivery month. The active month changes at the start of the second trading session prior to that contract's last trading session, at which point the next listed contract becomes the active month (i.e., for the final three trading sessions of the nearest listed contract, the contract for the next month is the active month). The trading session for a given business day typically begins at 6:00 PM ET on the prior calendar date. For example, if the last business day of the month preceding the contract's delivery month is a Thursday, the last trading session is the session for the prior Tuesday, and the next listed contract becomes the active month at the start of the trading session for the Friday of the previous week (6:00 PM ET on Thursday), assuming a standard trading calendar. Both closing prices will reference the same underlying contract, specifically the contract that is considered the Active Month at the end of the trading session on the specified date. If either of the relevant days has no valid Pyth Close value for the 1-minute candle corresponding to the end of regular trading hours on the primary exchange, the market will use the last valid Pyth price achieved during the regular trading hours of the primary exchange as the effective closing price. If no valid Pyth price exists for that trading day due to a system outage, data failure, or other technical disruption, the official settlement price published by the primary exchange on which the listed security trades will be used to determine the closing price for that day. In the event of a contract specification change, feed change, or similar structural modification affecting the underlying market during the listed time frame, this market will resolve based on adjusted prices as displayed on Pyth. The resolution source for this market will be Pyth, specifically the "Close" values for the relevant 1-minute candles for the Active Month of Natural Gas futures available at https://pythdata.app/explore?search=NGD. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.

Polymarket

This market will resolve to "Up" if the Close price for the Active Month of Natural Gas (NG) futures on July 9, 2026 is higher than the Close price for the Active Month of Natural Gas futures on the most recent prior trading day. This market will resolve to "Down" if the Close price for the Active Month of Natural Gas (NG) futures on July 9, 2026 is lower than the Close price for the Active Month of Natural Gas futures on the most recent prior trading day. E.g., ordinarily, a market on Monday would refer to the previous Friday for its most recent closing price, unless Friday were not a trading day under the applicable trading-hours schedule, in which case it would refer to the next most recent prior trading day. For a standard full trading session, the closing price refers to the Pyth "Close" value of the 1-minute candle corresponding to the final minute of regular trading hours on the primary exchange. Closing prices will be used exactly as published by Pyth, without rounding. If the two specified closing prices are exactly equal, if the Active Month contract does not trade at all during the relevant trading session, or if the listed date is not a trading day under the applicable trading-hours schedule, the market will resolve 50-50. For the purposes of this market, trading days will be determined according to the applicable trading hours schedule for the underlying market. Under the standard schedule, trading is open from 6:00:00 PM ET Sunday through 5:00:00 PM ET Friday, with a daily break from 5:00:00 PM ET to 6:00:00 PM ET, except where modified by holiday or special-session hours. Per CME contract specifications for Natural Gas (NG) futures, the last trading day is defined as the third last business day of the month preceding the contract's delivery month. The active month changes at the start of the second trading session prior to that contract's last trading session, at which point the next listed contract becomes the active month (i.e., for the final three trading sessions of the nearest listed contract, the contract for the next month is the active month). The trading session for a given business day typically begins at 6:00 PM ET on the prior calendar date. For example, if the last business day of the month preceding the contract's delivery month is a Thursday, the last trading session is the session for the prior Tuesday, and the next listed contract becomes the active month at the start of the trading session for the Friday of the previous week (6:00 PM ET on Thursday), assuming a standard trading calendar. Both closing prices will reference the same underlying contract, specifically the contract that is considered the Active Month at the end of the trading session on the specified date. If either of the relevant days has no valid Pyth Close value for the 1-minute candle corresponding to the end of regular trading hours on the primary exchange, the market will use the last valid Pyth price achieved during the regular trading hours of the primary exchange as the effective closing price. If no valid Pyth price exists for that trading day due to a system outage, data failure, or other technical disruption, the official settlement price published by the primary exchange on which the listed security trades will be used to determine the closing price for that day. In the event of a contract specification change, feed change, or similar structural modification affecting the underlying market during the listed time frame, this market will resolve based on adjusted prices as displayed on Pyth. The resolution source for this market will be Pyth, specifically the "Close" values for the relevant 1-minute candles for the Active Month of Natural Gas futures available at https://pythdata.app/explore?search=NGD. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.

Frequently asked questions

On Polymarket, the natural gas price movement market dashboard tracks real-time odds and historical price data for whether natural gas will move up or down on July 9. The interface displays current trader positions, cumulative volume activity, and the probability distribution across both outcomes. This allows participants to monitor how market sentiment shifts as new information emerges and to review past trading patterns. The dashboard also shows individual trade history and order-book depth, giving traders transparency into liquidity and price discovery across the natural gas price movement market.

Prediction market odds often diverge from traditional analyst forecasts because they reflect real-money incentives and crowd wisdom rather than single-expert opinion. Traders in this market are financially motivated to price in all available information about natural gas fundamentals, weather, storage levels, and geopolitical factors. Analyst reports typically lag market repricing and may carry institutional or methodological biases. Comparing the odds here to published forecasts from energy analysts can reveal where the crowd sees asymmetric risk or where consensus may be overconfident. Such comparisons help traders identify potential mispricings before resolution.

On Polymarket, traders set the odds by buying and selling shares that represent each outcome—natural gas up or down on July 9. On Polymarket, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. The price of each share floats between 0 and 1 cent, with the sum always equaling 1 cent, so the displayed percentage directly reflects the crowd's implied probability. Liquidity pools and order books determine the spread and slippage; deeper liquidity narrows the bid-ask gap. As new information arrives or positions shift, the price adjusts in real time, allowing traders to enter or exit at market rates or place limit orders for better fills.

This market resolves around Jul 9, 2026, after the natural gas market close on July 9. The outcome is determined by verifying the direction of price movement against credible public sources, such as official commodity exchange data or widely recognized financial data providers. Once the event is confirmed and the resolution criteria are met, the market settles automatically and traders receive payouts based on their positions. Early resolution is possible if the outcome becomes unambiguous before the scheduled end date.

Several catalysts can shift odds in this market before July 9. Weekly inventory reports from the U.S. Energy Information Administration often trigger sharp repricing if storage levels surprise consensus. Weather forecasts—particularly heating or cooling demand shifts—directly impact natural gas demand expectations. Geopolitical developments affecting liquefied natural gas supply, production outages, or pipeline disruptions can spike volatility. Macroeconomic data, Federal Reserve policy signals, and crude oil price movements also influence natural gas valuations. Real-time trading activity and large position changes by institutional players can accelerate momentum in either direction as the resolution date approaches.