TOTAL VOLUME:
$134.1b
24H VOL:
$133,388,117
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,436,095,462
405,232
Markets across
30,526
events
MATCHED EVENTS:
2,693
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Sep 18, 2:30 PM EST
Kalshi
The outcome depends on the settlement price of WTI crude oil for the November 2026 contract on a specific future date. Each market corresponds to a different price range, making the result contingent on where the price falls within these predefined brackets.
The market resolves based on the daily settlement price of the WTI crude oil November 2026 contract on September 18, 2026. Each market corresponds to a specific price range, with one market resolving to Yes if the price falls within its designated bracket and all others resolving to No. Prices are rounded to the nearest two decimal places. If data for the specified date is unavailable, the most recently published price will be used to determine the outcome.
Currently, prediction market odds often reflect a different perspective than traditional analyst forecasts. While analysts frequently rely on econometric models and geopolitical assessments, this market aggregates the wisdom of the crowd, representing a diverse range of informed opinions. It’s common to see discrepancies between the most likely outcome predicted here and the consensus view from financial institutions or energy experts. This difference can stem from varying assumptions, access to information, or simply the collective intelligence revealed through trading activity in this market.
On Kalshi, this market is priced using a continuous double auction mechanism. Traders submit bids (prices they are willing to buy a 'yes' contract) and asks (prices they are willing to sell a 'yes' contract). When a bid and ask match, a trade occurs. On Kalshi, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. The price of a contract reflects the market’s collective assessment of the probability that the WTI oil price will be above a certain level on the resolution date. As more traders participate and new information emerges, the prices adjust dynamically, providing a constantly updated forecast.
This market resolves around Sep 18, 2026, with the outcome confirmed once the event is verifiable from credible public reporting. The settlement will be based on the closing price of West Texas Intermediate crude oil futures contracts on the specified date. Specifically, the market will determine whether the WTI oil price is above or below a series of price thresholds, as defined by the contracts available for trading. The final price will be sourced from a widely recognized exchange and reported by reputable financial news outlets.
Numerous factors could significantly impact this market between now and Sep 18, 2026. Geopolitical events, such as conflicts in major oil-producing regions or shifts in OPEC+ policy, are primary drivers. Unexpected changes in global economic growth, particularly in major consumers like China and the United States, could also influence demand. Furthermore, technological advancements in renewable energy or improvements in oil extraction techniques could alter long-term price expectations. Finally, major weather events impacting oil production or transportation infrastructure could create short-term price volatility.