The Pittsburgh Tribune-Review has an interesting article on natural gas storage capacity in Pennsylvania: "Energy analysts confirmed the possibility last week, saying they could not recall a recent time when Pennsylvania has used all of its underground storage space for the fuel. The last time it happened was about a decade ago, when the state had about 8 percent less underground storage space, federal data show. *** With natural gas being drawn at record levels from the Marcellus shale and other deposits, the once-distant prospect of using up the vast spaces — listed at nearly 777 billion cubic feet statewide — has become a serious question among industry watchers. They said the development, however temporary, could force prices paid to gas producers to drop even further; also, gas production could ease up for a month or two."
For a look at national storage levels, see here (EIA data).