Crude Oil all time high by...?

According to the latest prediction market data for the query “Crude Oil all time high by...?”, traders have formed a strong consensus.

Currently, December 31 is dominating the market with an overwhelming 13.5% chance of winning. September 30 follows in second place at 8.5%, while June 30 sits in third with 0.8%. The betting volume for this specific market has already reached $1M, reflecting intense industry interest.

To better assess where each potential outcome stands, the market can be segmented into three distinct trading tiers based on implied probability and contract pricing:

🥇 Tier 1: The Dominant Leader

• December 31 (13.5%): Currently commanding the highest probability, December 31 is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 14¢, signaling a high degree of market conviction. This contract alone has generated $186.1K in volume.

🥈 Tier 2: The Primary Challengers

• September 30 (8.5%): Positioned as the most viable alternative, September 30 maintains a 8.5% chance of resolving true. Its “Buy Yes” shares currently trade at 9¢.
• June 30 (0.8%): Sitting in third place with a 0.8% probability, the market shows measured skepticism toward June 30, treating it as an outside wildcard unless momentum shifts.

This market will resolve to "Yes" if, on any trading day after market creation, the official daily high price published by the CME Group for the Active Month (front month) of CME Crude Oil (CL) futures is greater than $147.27 by the final trading day on or before the specified date. Otherwise, this market will resolve to "No".

For CME Crude Oil (CL) futures contracts, the active month is the nearest of the contract months listed. The active month becomes a non-active month effective two business days prior to the spot month expiration. For example, if the spot month expires on a Friday the next listed contract will be considered the Active Month on the Wednesday prior to the spot month expiration.

This market will resolve as soon as a high price greater than the listed value is published, or once finalized data for the final trading day of the specified time period is published and a high price greater than $147.27 has not been achieved.

The resolution source for this market is the CME Group website (https://www.cmegroup.com/markets/energy/crude-oil/light-sweet-crude.quotes.html) — specifically, the daily "High" prices for the Active Month of Crude Oil (CL) futures.

While human consensus and speculative volume shape the broader prediction market, our quantitative algorithms offer a data-driven counter-perspective. By analyzing fundamental signals, underlying trends and historical distributions, our AI Valuation model calculates an independent “Fair Value” probability for each outcome.

Comparing this Fair Value against the current Trade Value uncovers major disparities — known as the Expected Value (EV) Gap. Contracts with a positive EV Gap represent statistically underpriced outcomes, whereas a negative EV Gap flags a potential market overreaction.

Top AI Alpha & Mispriced Arbitrage Opportunities

Based on the latest data model run, several key contracts stand out with significant deviations:

• The Best Value Play (Highest EV) Our model identifies December 31 as the premium value opportunity on the board. While the market only assigns it a 13.5% trading probability, our AI’s Fair Value assessment sits at 19.2% — yielding an impressive +5.7% EV Gap.
• Under-the-Radar Dark Horses Other notable discrepancies include September 30 (EV Gap: +5.2%) and June 30 (EV Gap: +4.6%). These long-tail opportunities are heavily discounted by the live order books despite stronger statistical backing from our predictive model.