(Bloomberg) -- U.S. natural gas futures are having their best May rally since 2010 as hot weather boosts demand for the power plant fuel, slowing efforts to refill depleted inventories.

Prices rose to a four-month high after the Energy Information Administration reported inventories rose by 96 billion cubic feet last week to 1.725 trillion. The median estimate by analysts predicted a gain of 102 billion. The slower pace means storage is about 23 percent below the five-year average, the most for the time of year since 2014.

Gas is barreling toward $3 per million British thermal units as unexpectedly hot weather this month quickly followed a cold April. The temperature swing is hindering the normal seasonal ramp-up of the fuel flowing into storage caverns. Forecasts show the heat will persist, and intensify in places like Texas, into mid-June. Even so, market gains have been capped as production climbs to new records this year.