I have also thought about CNG. It's less than a dollar a gallon here in Utah, but you lose about 25% in mileage. Power will be down some to. Two cylinders could go where the tank would usually go. One of the draw backs of CNG is real cold weather starts, but on a Cobra you most likely would not be driving when it's really cold. The EPA does have some tight controls on conversions of newer vehicles. Those are pretty expensive, around 10K. I am not sure what the rules are on replicas. I think I will wait until we run out of gas.
