Methane geysers only occur naturally in the deepest depths of terrestrial environments. Methane somewhat inert, but it reacts to high levels of heat and can be ignited when you are overheated. The geyser will detonate immediately if dug into, and also after a short delay if ignited.
To gather Methane, simply find patches of earth emanating a brown-orange gas and drill into them. the bigger the puffs, the closer the geyser is. Upgraded optics makes locating gas and geysers much easier.
Can be found at:Edit
Terrestrial planet: 150-250 depth
Note that that this can be obtained with Cooling MK-4 if the planet is Glacial.