UNG does not seem to track natural gas at all. "The investment seeks to reflect the daily changes in percentage terms of the price of natural gas delivered at the Henry Hub, Louisiana, as measured by the daily changes in the price of a specified short-term futures contract." Compare a graph of UNG and natural gas Henry Hub and there is very little correlation....
I did a chart compare of UNG and the JAN 2019 natural gas future and see a very high correlation. You are doing something wrong in your comparison.