I was wondering that myself.
I have also heard that whales (hedge funds, institutional investors, millionaires, etc) have the ability to directly place large orders which can be filled throughout the day (or days).
I watched L2 a lot today. Thought the trading was very odd. Moved up on lower volume despite a midday pullback in NG (hit $8.30 at one point).
Now it make sense. I think an MM was accumulating all day long.