High U.S. natural gas inventories and record domestic production are the dominant factors keeping Henry Hub prices near $2.90–$3.00 per MMBtu ahead of the week of September 7, 2026. Weekly storage builds have run close to or above seasonal averages, leaving working gas levels several percent above the five-year norm and on track for a record end-of-October total near 4,000 Bcf. Strong Lower-48 output above 110 Bcf per day, combined with moderated LNG feedgas demand, has offset late-summer cooling needs from above-normal temperatures. The EIA’s August Short-Term Energy Outlook projects the spot price averaging $2.87 per MMBtu in Q3 and remaining below $3.00 until November. Traders will focus on the next storage report, short-term weather shifts, and any changes in export flows for near-term price signals.
Eksperymentalne podsumowanie AI odwołujące się do danych Polymarket. To nie jest porada handlowa i nie ma wpływu na rozstrzyganie tego rynku. · ZaktualizowanoWhat will Natural Gas (NG) hit Week of September 7 2026?
What will Natural Gas (NG) hit Week of September 7 2026?
NOWE
Sep 11, 2026
↑ $3.60
72%
↑ $3.50
46%
↑ $3.40
50%
↑ $3.30
50%
↑ $3.20
50%
↑ $3.10
50%
↑ $3.00
50%
↓ $2.90
50%
↓ $2.80
50%
↓ $2.70
50%
↓ $2.60
50%
↓ $2.50
50%
↓ $2.40
4%
↓ $2.30
48%
$1,601 Wol.
↑ $3.60
$481 Wol.
72%
↑ $3.50
$326 Wol.
46%
↑ $3.40
$0 Wol.
50%
↑ $3.30
$0 Wol.
50%
↑ $3.20
$0 Wol.
50%
↑ $3.10
$0 Wol.
50%
↑ $3.00
$0 Wol.
50%
↓ $2.90
$0 Wol.
50%
↓ $2.80
$0 Wol.
50%
↓ $2.70
$0 Wol.
50%
↓ $2.60
$0 Wol.
50%
↓ $2.50
$0 Wol.
50%
↓ $2.40
$313 Wol.
4%
↓ $2.30
$481 Wol.
48%
This market will resolve to "Yes" if, at any point after market creation and during a trading session of the week of September 7 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.High U.S. natural gas inventories and record domestic production are the dominant factors keeping Henry Hub prices near $2.90–$3.00 per MMBtu ahead of the week of September 7, 2026. Weekly storage builds have run close to or above seasonal averages, leaving working gas levels several percent above the five-year norm and on track for a record end-of-October total near 4,000 Bcf. Strong Lower-48 output above 110 Bcf per day, combined with moderated LNG feedgas demand, has offset late-summer cooling needs from above-normal temperatures. The EIA’s August Short-Term Energy Outlook projects the spot price averaging $2.87 per MMBtu in Q3 and remaining below $3.00 until November. Traders will focus on the next storage report, short-term weather shifts, and any changes in export flows for near-term price signals.
This market will resolve to "Yes" if, at any point after market creation and during a trading session of the week of September 7 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.
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.
Rynek otwarty: Sep 4, 2026, 6:02 PM ET
Wolumen
$1,601Data zakończenia
Sep 11, 2026Rynek otwarty
Sep 4, 2026, 6:02 PM ETŹródło rozstrzygnięcia
https://pythdata.app/explore?search=NGDRozstrzygający
0x65070BE91...This market will resolve to "Yes" if, at any point after market creation and during a trading session of the week of September 7 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.High U.S. natural gas inventories and record domestic production are the dominant factors keeping Henry Hub prices near $2.90–$3.00 per MMBtu ahead of the week of September 7, 2026. Weekly storage builds have run close to or above seasonal averages, leaving working gas levels several percent above the five-year norm and on track for a record end-of-October total near 4,000 Bcf. Strong Lower-48 output above 110 Bcf per day, combined with moderated LNG feedgas demand, has offset late-summer cooling needs from above-normal temperatures. The EIA’s August Short-Term Energy Outlook projects the spot price averaging $2.87 per MMBtu in Q3 and remaining below $3.00 until November. Traders will focus on the next storage report, short-term weather shifts, and any changes in export flows for near-term price signals.
This market will resolve to "Yes" if, at any point after market creation and during a trading session of the week of September 7 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.
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.
Wolumen
$1,601Data zakończenia
Sep 11, 2026Rynek otwarty
Sep 4, 2026, 6:02 PM ETŹródło rozstrzygnięcia
https://pythdata.app/explore?search=NGDRozstrzygający
0x65070BE91...High U.S. natural gas inventories and record domestic production are the dominant factors keeping Henry Hub prices near $2.90–$3.00 per MMBtu ahead of the week of September 7, 2026. Weekly storage builds have run close to or above seasonal averages, leaving working gas levels several percent above the five-year norm and on track for a record end-of-October total near 4,000 Bcf. Strong Lower-48 output above 110 Bcf per day, combined with moderated LNG feedgas demand, has offset late-summer cooling needs from above-normal temperatures. The EIA’s August Short-Term Energy Outlook projects the spot price averaging $2.87 per MMBtu in Q3 and remaining below $3.00 until November. Traders will focus on the next storage report, short-term weather shifts, and any changes in export flows for near-term price signals.
Eksperymentalne podsumowanie AI odwołujące się do danych Polymarket. To nie jest porada handlowa i nie ma wpływu na rozstrzyganie tego rynku. · Zaktualizowano
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