| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 42° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 38° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 36° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 39° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 37° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 40° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 41° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks traders to predict New York City temperature at 1:00 AM EDT on March 25, 2026, using the outcome ranges listed on the market page. Accurate short-term temperature predictions matter for energy, travel, public safety, and local planning around that specific hour.
Late March is a transitional period in the northeastern U.S., when temperatures can swing from near-winter to mild spring conditions depending on synoptic-scale weather systems. Forecasts combine numerical weather prediction models, high-resolution regional models, and real-time observations; long-term climate trends can shift the baseline but day-to-day weather is driven by transient systems.
Market prices reflect the collective assessment of which outcome range participants expect for the specified station and time, incorporating modeled forecasts and recent observations. Use market prices as a crowd-based signal alongside official meteorological forecasts and station metadata.
The market will be settled according to the specific official observation source and station named in the market's resolution rules; check the market description for the exact station (for example, a designated NOAA/NWS station) and measurement protocol.
The seven outcomes correspond to mutually exclusive temperature ranges defined on the market page; consult the market contract details to see the exact numeric cutoffs and any rounding rules that determine which range applies.
Settlement procedures for missing or suspect observations follow the exchange's resolution policy—typically that policy specifies alternate official sources, interpolation rules, or adjudication by the exchange; review the market's resolution policy for the exact contingency steps.
Traders commonly use short- and medium-range numerical model runs (e.g., ECMWF, GFS, high-res convection-allowing models), local NWS forecasts and METAR/ASOS observations, radar/satellite imagery, and private nowcasting products that capture evolving overnight conditions.
Expectations can shift rapidly within 24–48 hours as model ensembles update and as real-time observations (front timing, cloud cover, precipitation onset) clarify overnight evolution; the closer to the target hour, the more influence recent observations and high-resolution nowcasts will have.