Our preferred natty trade has been either longer-dated futures or the longest-dated instrument, equities.
For the latter the proxy we've been publishing is the First Trust ISE-Revere Natural Gas Index ETF (FCG)
We started pitching this idea back in January, see below.
Previously:
Natural Gas Equities Heading Higher, GASL ETF Up 6% on the Day (FCG; GASX; GASL)
Why We Suggested Buying Natural Gas Equities (FCG)