Source: U.S. Bureau of Transportation Statistics  

Release: Transportation Services Index and Seasonally-Adjusted Transportation Data  

Units:  Billion Cubic Feet, Seasonally Adjusted

Frequency:  Monthly

Notes:

All available data collected from EIA U.S. Natural Gas Total Consumption series (series NG.N9140US2.M) the first of every month. An additional month - one step ahead of the final month in the series NG.N9140US2.M - collected from EIA's short-term energy forecast U.S. Natural Gas Consumption series (series STEO.NGTCPUS.M).

This data is collected by the U.S. Department of Transportation, Bureau of Transportation Statistics (BTS) calculation from data collected by U.S. Energy Information Administration (EIA) available here available here (one-month ahead forecast from last data point collected from series id NG.N9140US2.M).

Source: U.S. Energy Information Administration  

Release: Natural Gas Spot and Futures Prices (NYMEX)  

Units:  Dollars per Million BTU, Not Seasonally Adjusted

Frequency:  Daily

Notes:

More information about this series can be found at http://www.eia.gov/dnav/ng/TblDefs/ng_pri_fut_tbldef2.asp