It's not true that everything goes up in price.
UGI is a major natural gas utility that serves substantial portions of Pennsylvania, including my home, and its average natural gas bill has plummeted since 2008, as a result of enormous shale gas supplies.
In June 2008, the average residential bill was $157.95 per month. Five years later, the average bill was $96.67 per month. Amazing.
Annual savings are $735.36. Savings of that size matter substantially to a great many families but are vital to poor households.