Pounds of CO2 emitted per million British thermal units (Btu) of energy for various fuels:

Coal (anthracite) 228.6 Coal (bituminous) 205.7 Coal (lignite) 215.4 Coal (subbituminous) 214.3 Diesel fuel and heating oil 161.3 Gasoline (without ethanol) 157.2 Propane 139.0 Natural gas 117.0

natural gas is a win over coal, but not a big one.