NG pretty trades on its own. But on some of the large move days, it is negatively correlated to CL and stock index. One reason is that, when traders get out of CL or gold, they have to use the money to trade something. So the $$ flows into NG market. But when NG dries up and CL heats up, $$ flows out of NG to CL....
thats a bit of speculation... but NG market is onthe heels of the CL market for market share.. and apparently gaining ...