I think it has something to do with the so-called "Law of the supply and demand"... when there is more people willing to buy than people willing to sell, the price rises. When there is more people willing to sell than people willing to buy, the price falls. So, accordingly with this, if people use less gas (and thus buy less gas), the price of it should fall.
Of course its never so simple as i stated... but surely this supply and demand law has its importance to this question.