I can attest to the cold weather having recently moving to Chicago ...coldest winter in decades. Like trading, it's all about timing and my timing on this move coming from Miami, FL. -- NOT Miami, OH. -- was brutal. For the third session in a row an impressive acceleration higher with natural-gas prices gaining 13% within that time frame. Futures are currently trading at their highest levels since June 11'. We are within spitting distance of $5, so expect that level to be tested. As opposed to jumping in front of this freight train, I think it may make sense to trade a spread as opposed to an outright bearish options or futures play. 
Below you will see two charts the first is a chart of March futures and the second is a spread chart; long June NG futures and short March NG futures 1:1. While picking a top is dangerous my suggestion is to wade into this trade. On the way up trading a spread your long May leg should ease the pain and if/when we get a correction I would expect March to outpace June on the way down just as it did on the way up.
Currently this spread is trading at a roughly 35-cent premium to March. I drew two horizontal red lines... use them as your risk parameter and profit objective. Assuming one gets filled around current trade, that would represent approximately $400 risk per strategy and a profit objective of $2700 per.
