Methane is used as domestic gas, so gets used in bunsen burners as well. It burns well and is a gas at room temperature, which makes it good for piping into peoples houses.
Back in the old days it would have been coal gas made by heating coal without air or water gas made by blasting steam over red hot carbon – both are a mix of hydrogen and carbon monoxide but natural gas these days is convenient, cheaper and doesn’t give people carbon monoxide poisoning when it leaks.
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