Methane (CH4) can be found all over the globe. It is colorless and the main component of natural gas.
It's created naturally, but is also a result of the presence of humans. Watch as Rune Pettersen experiments with methane gas in a frozen lake -- it's yet another reason why science is awesome.
The methane was most likely a result of decomposing organic matter in the water that was trapped by a layer of ice.
Apparently, ice can be flammable.