Will WTI Crude Oil (WTI) hit (HIGH) $110 in May?

Polymarket traders currently assign a 41.0% probability to "Will WTI Crude Oil (WTI) hit (HIGH) $110 in May?". The market is currently pricing YES at 41.0¢ and NO at 58.0¢. Liquidity conviction is currently classified as medium, with approximately $235,768 in 24-hour trading activity.

May 6, 2026

#prediction markets#probability trading#market consensus#crowd forecasting#other#polymarket#prediction odds

Polymarket traders currently assign a 41.0% probability to "Will WTI Crude Oil (WTI) hit (HIGH) $110 in May?".

The market is currently pricing YES at 41.0¢ and NO at 58.0¢.

Liquidity conviction is currently classified as medium, with approximately $235,768 in 24-hour trading activity.

Last Updated: 2026-05-06T22:45:33.202Z

Current Market Pricing

YES Price

41.0¢

Bullish probability pricing

NO Price

58.0¢

Bearish probability pricing

Prediction markets currently imply a live probability of approximately 41.0%.

Market Structure

Probability

41.0%

Spread

0.01

Liquidity

Medium

Volume (24h)

$235,768

Markets with tighter spreads and higher liquidity generally indicate stronger trader participation and more efficient price discovery.

Resolution Criteria

This market will resolve to "Yes" if, at any point after market creation during May 2026, any 1-minute candle for the Active Month of WTI Crude Oil futures has a final "High" price equal to or above 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 the applicable trading session for the underlying market will be considered. 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.

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 price published for the Active Month WTI Crude Oil (CL) 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 WTI Crude Oil futures "High" prices available at https://pythdata.app/explore?search=WTI, 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.

Market Interpretation

Prediction markets function as real-time consensus engines.

Traders continuously buy and sell outcome shares based on:

  • breaking news
  • macro developments
  • public narratives
  • institutional positioning
  • probability reassessments

As a result, market pricing reflects aggregate trader expectations rather than static forecasts or polling systems.

At the current pricing structure:

  • YES trades near 41.0¢
  • NO trades near 58.0¢
  • Implied probability sits near 41.0%

These probabilities may shift rapidly as new information enters the market.

Liquidity & Conviction Analysis

Medium liquidity conviction suggests the market currently has medium participation depth.

Higher liquidity environments typically produce:

  • tighter spreads
  • faster price discovery
  • stronger informational efficiency
  • lower pricing instability

Lower liquidity environments can produce sharper volatility swings and less reliable consensus pricing.

Why Prediction Markets Matter

Prediction markets aggregate trader beliefs into continuously updating probabilities.

Unlike static polling systems, these markets react in real time to:

  • political developments
  • macroeconomic events
  • institutional sentiment
  • narrative shifts
  • market-moving news
  • crowd positioning

This makes them useful as live probabilistic intelligence systems rather than simple betting platforms.

Market Metadata

  • Market Slug: will-wti-reach-110-in-may-2026-116-472
  • Last Updated: 2026-05-06T22:45:33.202Z
  • Category: other

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