I think he wants “compressed natural gas” — which is still gaseous. LNG has to be cooled to around 200 below zero, which requires big facilities and usually is only feasible for big stuff like ships and power plants. I never heard of anyone wanting to run trucks on LNG. CNG can have its own problems, but is used a fair amount in busses, especially airport and downtowners and has no more (and probably less) dangers than propane loads.
I’m sure that CNG was what Pickens meant to say, But I heard him on Neal Boortz radio show say ‘liquified natural gas’.