Determine Heating costs in $/kWh for a specific location

Suppose I wanted to find the average heating price for a specific location in the US, where:

heating_price: The price of equivalent unit energy intensity of heating energy source (e.g. natural gas), measured in $/kWh.

Is there a public API that would return such information for either residential, commercial or industrial spaces? After doing my own research I am able to find electricity costs/general energy costs but am unable to find endpoints or data specific to heating.

Disclaimer: I apologize if this is the wrong Q/A forum to ask in advance. If you could please redirect me to the proper site/SE site that would be helpful.