This market will resolve to "Up" if the Close price for the Active Month of WTI Crude Oil futures on June 25, 2026, is higher than the Close price for the Active Month of WTI Crude Oil futures on the most recent prior trading day. This market will resolve to "Down" if the Close price for the Active Month of WTI Crude Oil futures on June 25, 2026, is lower than the Close price for the Active Month of WTI Crude Oil 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 WTI Crude Oil (CL) futures, a contract's last trading day is three business days prior to the 25th calendar day of the month preceding the contract's delivery month (or four business days prior if the 25th calendar day is not a business day). The active month changes at the start of the second trading session prior to the nearest listed contract's last trading session. At that 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 25th of the month is a Saturday, the last trading session for the nearest listed contract is the session for Tuesday the 21st, and the next listed contract becomes the active month at the start of the trading session for Friday the 17th (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 WTI Crude Oil futures available at https://pythdata.app/explore?search=WTI. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.

Polymarket

Frequently asked questions

On Polymarket, the WTI crude oil price movement market dashboard tracks real-time odds and trading activity for whether crude oil prices will move up or down on a specific date. The dashboard displays current market probability, 24-hour trading volume of $109,598, and cumulative volume of $109,635 across all positions. Traders use this data to monitor sentiment and liquidity as they place bets on the direction of WTI prices. The interface updates continuously, allowing participants to see how market consensus shifts in response to energy news, geopolitical developments, and macroeconomic indicators affecting global oil supply and demand.

Prediction market odds reflect real-money bets from traders and often diverge from traditional analyst forecasts because they incorporate live market sentiment and breaking news. While energy analysts may publish directional views based on supply reports, OPEC decisions, and inventory data, this market prices in the collective judgment of participants actively trading on the outcome. Prediction markets tend to aggregate dispersed information quickly, sometimes moving ahead of or contradicting consensus analyst calls. Comparing the current implied probability in this market to published forecasts from major energy research firms can reveal where traders see value or disagreement with the consensus view on crude oil direction.

On Polymarket, traders set the odds through an automated market maker that adjusts prices based on order flow and position sizes. On Polymarket, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. The current implied probability reflects the balance of buy and sell orders; as more traders bet on an up move, the price rises, and vice versa. Participants can enter or exit positions at any time before the market closes, and the final odds at resolution represent the last consensus price. This continuous pricing mechanism ensures that all available information and trader conviction are reflected in real time, making the market a dynamic gauge of expected WTI price direction.

This market resolves around Jun 25, 2026, at which point the outcome is confirmed once the event is verifiable from credible public reporting. The resolution hinges on whether WTI crude oil prices moved up or down on that specific date, measured against established market data sources. Traders should monitor official energy market reports and price feeds as the date approaches to understand how the outcome will be determined. Once the market closes, the winning position is paid out based on the final verified direction of the price movement.

Several catalysts can shift odds in this market before Jun 25, 2026. OPEC production announcements, geopolitical tensions in oil-producing regions, and US inventory reports are major drivers of crude oil volatility. Macroeconomic data—including inflation reports, interest rate expectations, and global growth forecasts—also influence energy demand and prices. Supply disruptions, refinery outages, and weather events affecting production or shipping can trigger sharp moves. Additionally, shifts in US dollar strength and equity market sentiment often correlate with oil price direction. Traders monitor these signals closely to adjust positions and capitalize on expected price swings.

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