Methane, also known as natural gas, is a colorless and odorless gas. It comes from natural decay of organic material. As a fuel, methane is about as perfect as a fuel can be. It burns completely and without odor. The amount of energy available per unit of mass is good, and it is easily stored and transported.

Unfortunately, methane can leak at connections and becomes explosive when in small concentrations in air. Methyl mercaptan is a chemical compound that is volatile and can be easily detected in very small concentrations. Also known as methanethiol, methyl mercaptan is easily injected into natural gas flows and is also very easily identified. Many of you may have noted its pungent smell and said, "I smell a gas leak." That simply low concentration in methane allows for very early detection of a natural gas leak so that the gas can be turned off. The use of methyl mercaptan in natural gas lines over the past several decades has saved countless lives, while allowing safe heating in homes.

More Info: en.wikipedia.org