TOTAL VOLUME:
$134b
24H VOL:
$107,351,958
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,416,970,024
400,720
Markets across
30,097
events
MATCHED EVENTS:
2,633
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Sep 21, 8:01 PM EST
Polymarket
This market will resolve to "Up" if the Close price for the Active Month of ICE Futures U.S. Henry LD1 Fixed Price Future (denoted by Pyth as "HN") for the September 21, 2026 trading day is higher than the Close price for the Active Month of ICE Futures U.S. Henry LD1 Fixed Price Future for the most recent prior trading day. This market will resolve to "Down" if the Close price for the Active Month of ICE Futures U.S. Henry LD1 Fixed Price Future for the September 21, 2026 trading day is lower than the Close price for the Active Month of ICE Futures U.S. Henry LD1 Fixed Price Future for 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 (See: "Trading Hours" at https://www.ice.com/products/6590258/Henry-LD1-Fixed-Price-Future). The trading session for a given business day typically begins at 7:50 PM ET on the prior calendar date, except for the session dated Monday, which begins at 5:50 PM ET on the preceding Sunday, and where modified by holiday or other special hours (See: https://www.ice.com/holiday-hours). The Active Month is the nearest listed contract, except during that contract's final three trading sessions. At the open of the third-to-last trading session, the next listed contract becomes the Active Month. Each contract's last trading day will be determined by ICE Futures U.S. per the Henry LD1 Fixed Price future contract specification (generally the third last business day of the month preceding the contract month). The last trading day for each contract is posted at https://www.ice.com/products/6590258/Henry-LD1-Fixed-Price-Future/expiry. For example, if the last trading session for the nearest listed contract is a Tuesday, the next listed contract becomes the Active Month at the start of the trading session for the Friday of the previous week (7:50 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 for 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 disruption, the official close price published for the Active Month Henry LD1 Fixed Price Future will be used to determine the closing price for that day (See: https://www.ice.com/report/142 with "H-Henry LD1 Fixed Price Future" selected). 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 ICE Futures U.S. Henry LD1 Fixed Price Future available at https://app.pyth.com/explore?search=Commodities.HN. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.
This market will resolve to "Up" if the Close price for the Active Month of ICE Futures U.S. Henry LD1 Fixed Price Future (denoted by Pyth as "HN") for the September 21, 2026 trading day is higher than the Close price for the Active Month of ICE Futures U.S. Henry LD1 Fixed Price Future for the most recent prior trading day. This market will resolve to "Down" if the Close price for the Active Month of ICE Futures U.S. Henry LD1 Fixed Price Future for the September 21, 2026 trading day is lower than the Close price for the Active Month of ICE Futures U.S. Henry LD1 Fixed Price Future for 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 (See: "Trading Hours" at https://www.ice.com/products/6590258/Henry-LD1-Fixed-Price-Future). The trading session for a given business day typically begins at 7:50 PM ET on the prior calendar date, except for the session dated Monday, which begins at 5:50 PM ET on the preceding Sunday, and where modified by holiday or other special hours (See: https://www.ice.com/holiday-hours). The Active Month is the nearest listed contract, except during that contract's final three trading sessions. At the open of the third-to-last trading session, the next listed contract becomes the Active Month. Each contract's last trading day will be determined by ICE Futures U.S. per the Henry LD1 Fixed Price future contract specification (generally the third last business day of the month preceding the contract month). The last trading day for each contract is posted at https://www.ice.com/products/6590258/Henry-LD1-Fixed-Price-Future/expiry. For example, if the last trading session for the nearest listed contract is a Tuesday, the next listed contract becomes the Active Month at the start of the trading session for the Friday of the previous week (7:50 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 for 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 disruption, the official close price published for the Active Month Henry LD1 Fixed Price Future will be used to determine the closing price for that day (See: https://www.ice.com/report/142 with "H-Henry LD1 Fixed Price Future" selected). 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 ICE Futures U.S. Henry LD1 Fixed Price Future available at https://app.pyth.com/explore?search=Commodities.HN. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.
Currently, the prevailing sentiment in this market suggests a strong expectation for natural gas prices to move upwards. However, it’s important to consider how this compares to external forecasts. Recent analyst reports show varied opinions, with some predicting a slight decrease due to increased production, while others anticipate a rise driven by seasonal demand. This market provides a real-time, aggregated view of what traders believe, which can differ significantly from individual analyst predictions or traditional polls.
This market resolves around Sep 21, 2026, with the outcome confirmed once the event is verifiable from credible public reporting. The resolution will be based on the settlement price of the NYMEX Henry Hub Natural Gas futures contract for September 2026. If the settlement price is higher than the current price on September 21, the 'Up' outcome will prevail; otherwise, the 'Down' outcome will be considered the result. Traders will then be able to claim their winnings or fulfill their obligations.
Several factors could significantly influence this market before Sep 21, 2026. Unexpected changes in weather patterns, particularly colder-than-expected temperatures, could drive up demand for natural gas and move the market towards the 'Up' outcome. Conversely, reports of increased natural gas production or larger-than-anticipated storage levels could push prices down. Geopolitical events affecting natural gas supply, such as disruptions in pipeline infrastructure or international trade agreements, are also potential catalysts for price swings in this market.