If the Americans call petrol gas what do they call gas?

We call it gas.

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Calling it "town gas" or "natural gas" is more accurate and less misleading.

Petroleum gas oil was one of the early "generic" names given to automotive engine fuels by scientists. As always, everyday use meant that it quickly got shortened: in Europe the Brits and Irish adopted the petroleum part of "petroleum gas oil", which naturally got shortened to just petrol. In Canada and the US they adopted the gas oil part, initially naming the fuel gasoline, which naturally got shortened to just gas.