Prices are so low, the U.S. is maintaining its market share at a loss. : When the U.S. and Russia go head to head, that can mean cheaper prices—at least when it comes to natural gas. This week, European natural gas prices reached their lowest in at least a decade, fueled by a battle for market share between Russia, traditionally the continent's supplier, and the U.S., whose gas exports have gained momentum on the back of the shale boom.