Analytics
“Will Natural Gas (NG) hit (LOW) $2.70 Week of August 31 2026?” is a finance prediction market on Polymarket with two tradeable outcomes, Yes and No. It belongs to the event “What will Natural Gas (NG) hit Week of August 31 2026?”. The Yes price is the market's implied probability that the question resolves Yes. Quotes can change as orders are updated or filled; a quoted price does not guarantee an available fill at that price.
The venue reports this market as closed. Its scheduled close is Sep 4, 2026 UTC. No resolved outcome is inferred from a closed or suspended state.
Vultax observes this market from Polymarket's public order book and data API and keeps its own record: 7 hourly price points from Aug 29, 2026 UTC to Sep 4, 2026 UTC (Yes between 2.5% and 50.0%); 9 loaded holder wallets, the largest ten holding 100.0% of the loaded shares; 45 recent public fills from 25 wallets. Each figure carries its observation time; nothing here is a return forecast.
Public Polymarket market/event context is available; Vultax source-pack coverage is tracked separately.
This resolved market has no live orderbook depth; the public close quote is shown for context.
Nine stops, one per figure on this page. Each stop says what the number is, why it matters, and what it reads right now for this market.
Each outcome trades as a share that pays $1 if it wins and nothing if it loses. Prices are quoted in cents, and Yes plus No add up to about one dollar.
This market will resolve to "Yes" if, at any point after market creation and during a trading session of the week of August 31 2026, any 1-minute candle for the Active Month of Natural Gas futures has a final "High" or "Low" price equal to or beyond (above for ↑ High Prices, below for ↓ Low Prices) the listed price. Otherwise, this market will resolve to "No". Prices will be used exactly as published by Pyth, without rounding. If the Active Month contract does not trade at all during the listed time frame, this market will resolve to "No". Only prices achieved during an applicable trading session of the specified timeframe's business days will be considered. The trading session for a given business day typically begins at 6:00 PM ET on the prior calendar date. 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. 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). 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. 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. If the relevant Pyth data is unavailable due to a system outage, data failure, or other technical disruption that prevents verification of the required 1-minute candle data, the official daily high/low price published for the Active Month Natural Gas (NG) futures contract by CME Group may be used to determine whether the listed price was reached during the applicable trading session. 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 is Pyth — specifically, the Active Month Natural Gas futures "High" and "Low" prices available at https://pythdata.app/explore?search=NGD, with the chart settings configured for 1-minute candles. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.
Official listing: polymarket.com/event/will-ng-hit-week-of-august-31-2026
The Yes price read as a chance. A share at 21.5¢ implies 21.5%, but fees, available depth and who participates can affect that price. A market price is not a calibrated forecast or a verdict.
Dollar value of shares that changed hands in the last 24 hours. High volume means the price is being tested by real money; low volume means a few trades can move it.
Reported dollars resting in the order book. The available size on your side, at the prices you would accept, determines what can fill. A large total alone does not guarantee an execution near the quoted price.
The gap between the best bid and the best ask. A tight spread makes entry and exit cheap; a wide spread is a cost paid on every round trip.
The wallets holding the most shares on each side, and how much of the loaded sample the largest ten control. Concentration shows whether a market is a crowd or a handful of large positions.
The public fills, newest first: which wallet bought or sold which outcome, at what price, and when. It is the market's own diary, and every wallet on it links to a trader profile.
Hourly closes of the Yes price. The range shows how sure or split the crowd has been; the move shows which way it has been changing its mind.
Trading stops at the close time. The outcome is then settled by the resolution source named in the rules. A closed market is not resolved until the venue reports it, so the two states are shown separately.
| Trader |
|---|
| Outcome |
|---|
| Shares |
|---|
| PippiTrader | Yes | 73.55 |
| test456y78 | Yes | 66 |
| Repulsive-Tenor | Yes | 39.8 |
| PPMT | Yes | 22.76 |
| Abrams001 | Yes | 16.67 |
| TENETENET | Yes | 10 |
| bjprolo | Yes | 8 |
| Weepy-Item | Yes | 5 |
| triklozoid | Yes | 5 |