Natural gas (also called fossil gas; sometimes just gas) is a naturally occurring hydrocarbon gas mixture consisting of methane and commonly includes various amounts of other higher alkanes, and sometimes a small percentage of carbon dioxide, nitrogen, hydrogen sulfide, or helium. It is used as a source of energy for heating, cooking, and electricity generation. It is also used as a fuel for vehicles and as a chemical feedstock in the manufacture of plastics and other commercially important organic chemicals. So at this point of time, the forecasting of the price of natural gas in the international market is really important as it affects the economy of the country as a whole. We strive to accurately predict the prices for the period 2022-2026 using Deep Learning Techniques and propose a new model for doing so.