For invest directly in natural gas, there is a large number of options in the market place. While physical exposure is not possible, investors can buy very liquid futures contracts for the fuel.
Additionally, there are a number of stocks as well as an ETF that allow investors to buy up companies that are engaged in some aspect of natural gas production. Lastly, investors can also purchase any number of ETPs that invest in natural gas futures, either exclusively or in a broad energy basket.