This market will resolve to "Up" if the Close price for the Active Month of WTI Crude Oil futures on June 30, 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 30, 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 on whether WTI crude oil will close higher or lower on June 30. The interface displays current market prices, historical price movements, and trading activity for this commodity prediction event. Traders use the dashboard to monitor sentiment shifts and place bets on the direction of oil prices by the settlement date. This market aggregates participant predictions into live probability estimates, giving you a snapshot of crowd expectations for crude oil's near-term trajectory.

Prediction market odds often diverge from traditional analyst forecasts because they reflect real-money incentives and continuous price discovery. While energy analysts may issue periodic reports on oil fundamentals, this market updates dynamically as traders respond to breaking news, geopolitical developments, and economic data. Comparing the odds here to published analyst consensus can reveal where the crowd sees asymmetric risk or where conventional wisdom may be outdated. Prediction markets tend to incorporate forward-looking sentiment faster than consensus forecasts, making them a useful cross-check for directional bias.

On Polymarket, traders set the odds for this market through an automated market maker mechanism, where each outcome (Up or Down) has its own price between 0 and 100 cents. On Polymarket, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. The price of each outcome reflects the cumulative bets placed on it; higher prices indicate stronger crowd conviction. As new trades flow in, the algorithm adjusts prices to balance supply and demand, ensuring the market stays liquid and responsive to new information about crude oil fundamentals and macroeconomic conditions.

This market resolves around Jun 30, 2026, with the outcome confirmed once the event is verifiable from credible public reporting. The resolution hinges on whether WTI crude oil closes above or below its opening price on that date. Traders holding winning positions receive their payout once the outcome is finalized and the market settles. The exact closing price will be sourced from widely recognized financial data providers to ensure accuracy and fairness.

Several catalysts could shift odds significantly before resolution. OPEC production announcements, geopolitical tensions in oil-producing regions, and U.S. inventory reports are major drivers of crude sentiment. Macroeconomic data—including inflation reports, interest rate decisions, and recession signals—also influence energy demand expectations. Weather events affecting supply chains, refinery outages, and shifts in global growth forecasts can trigger rapid repricing. Traders monitor these signals closely, so any surprise in energy markets or broader economic conditions will likely move this market quickly.

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