Source: U.S. Bureau of Transportation Statistics  

Release: Transportation Services Index and Seasonally-Adjusted Transportation Data  

Units:  Billion Cubic Feet, Not Seasonally Adjusted

Frequency:  Monthly

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. Energy Information Administration (EIA) available here available here (one-month ahead forecast from last data point collected from series id NG.N9140US2.M).