The objective of this paper consists of analysing pricing structure on natural gas in Russia market Russia, to reveal problems and the prospects connected with transitive (by 2011) on new system of pricing on natural gas in the Russian Federation based on a principle of the equal Profitableness. To analyse influence of a new pricing policy on natural gas on domestic manufacturers, besides, to promote the given reason discussion of questions of formation of the prices in international trade in gas which is a key to understanding of some the events occurring in the international power markets now.