The Energy Information Administration (EIA) is the statistical agency of the Department of Energy.  It provides policy-independent data, forecasts, and analyses to promote sound policy making, efficient markets, and public understanding regarding energy, and its interaction with the economy and the environment.

Here are just a few of the Publications & Reports from EIA:

This Week in Petroleum
A weekly report which provides data and analysis of the latest weekly U.S. petroleum supply and price. Other fuels of interest to the consumer are also noted, especially natural gas and propane.

Gasoline and Diesel Prices
Weekly price data by U.S. regions of regular gasoline and on-highway diesel fuel, with week ago and year ago comparisons.

Short-Term Energy Outlook
This 18-month forecast includes information on oil and gasoline prices and supply.

Historical Energy Data
U.S. energy history from 1950-Present Year recorded in data tables and figures.  All major forms of energy (fossil fuels, nuclear, electricity, and renewable energy) and total energy by key activity (e.g., production, consumption, trade, stocks, and prices) are covered.  

Natural Gas Weekly Update
Weekly report on natural gas spot and futures prices, supply, consumption, and underground storage.