The chapter in Geman about metals is not a bad introduction - it gives a flavour of the sorts of things you need to think about. Then, a year (on the job) of following what is happening in the markets will give you an even better feel for flows, the effect of news on the markets, etc. For natural gas, some of the interesting problems include weather dependency (hurrican dependency in summer - especially at the moment, and how cold the winter forecast is) - if you can build good weather models you'll have an advantage. Also, a lot of the banks are moving into physical gas projects - this raises some interesting issues that just trading futures and futures options don't raise. I strongly reiterate kkna9877's recommendation of Eydeland and Wolyniec. Also, there is a series by Shively on Understanding Today's Gas/Electricity business that are good introductions (though don't touch on the maths).