Hi, I think the price of natural gas is on an upward trend and would
like to cash in on that trend. How can I invest in futures? I have a
discount broker account (online). I'm not interested in investing in
stocks of energy companies or in their options.

You can do a number of things.
1. Contact your local bank and ask them to excecute a trade for you (2
days approx).
2. Become a member on the NYMEX or IPE and open a a margin account.
3. Contact an investment bank, but that depends on how many futures
contracts you want to purchase.
4. Open an account ata trading house.

As a 'speculator' (a commodity futures trader that is only in the
market to profit on fluctuations in price rather than because you are
part of the industry and actually need to buy natural gas), there are
certain markets that are conducive to futures trading due to liquidity
(the ability to get in and out of the market quickly because there are
so many buyers & sellers).

For free info. and recommendations of which markets are ready to trade, check out:
http://www.instantcommoditytrader.com     and also
http://commoditytradingadvisor.blogspot.com

These sites give free expert advice.  I would say that currently,
natural gas is on a DOWNWARD trend and would not recommend trading
that market.   There are other markets ripe for trading, but unless
you have a system for trading, you may find it hard to make money
based on 'hunches'.