I can't switch to another gas service provider

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I am stuck with this gas company in my area. Today, I thought that I can switch to another company for a cheaper rate per therm. So I called Gas South, after all the credit check, and information requested. The customer service operator told me that, we are locked in our current company, because their service can not reach here, and no other companies do. Oh God, what is wrong with them? I thought they should have this competitive market everywhere, why not here then? I don't want to pay those high rate gas per them.