Lets see
Gross Domestic Product, from CIA world factbook:
EU 15,900,000 million USD
USA 14,620,000 million USD
Use of natural gas from CIA world factbook:
EU 497,300,000,000 (m³)
USA 652,900,000,000 (m³)
m³ of gas burned in a year to create million dollars of GDP
EU 31,277 m³
USA 44,658 m³