SFE Energy Natural Gas Programs As a natural gas supplier, SFE Energy works hard to bring you value added programs to reduce your exposure to price volatility and to keep payments under control. Our goal is to deliver the most competitive price and products possible. Fixed Price Protection Program It has never been easier to take control of natural gas prices. Natural gas is a very volatile commodity, where prices go up and down. Securing your fixed natural gas rate can help you better manage your energy budget.