The report comes out at 10:30 a.m. on Thursdays, and this week it said that nat gas in storage fell by 194 billion cubic feet (bcf) last week to 2,802 bcf.

Of course, when this news comes out, people trade on this information the moment they get it and that impacts the price of the commodity.

Today, the brilliant minds over at Nanex, a market research firm, noticed that someone started trading on the report about 400 milliseconds before it was released.