Don't think there was any natural gas pockets in the St. Louis area. St.Louis is built on major karst formations. = many caves and pockets.
THE LOST CAVES OF ST. LOUIS
http://www.prairieghosts.com/lostcave.html
While not necessarily haunted, the caves of St. Louis represent one of the most strange and mysterious elements of this fascinating city. The entire city of St. Louis is built upon a huge and complex system of natural caves. In fact, no other city on earth has as many caves beneath its streets, sidewalks and buildings. While most of them have been abandoned and closed off, they have not been forgotten and many tales, stories, legends and accounts of their unusual history are still told today.
Caves were used as mans earliest storage cellars. Thanks to the natural coolness of them, food and other items could be stored in them and kept from spoiling. This was perfect for the lagering that was done to beer by St. Louis brewers. Adam Lemp, who first brought lager beer to thirsty St. Louisans, was the first of the German brewers to put the caves to work for him, but he was far from the only one.