The sharp drop in natural gas prices this month could present a buying opportunity around those stocks that have been hit the hardest by the plunge, if history is any guide.



Over the past month, natural gas prices dropped more than 15 percent on expectations of warmer weather throughout the United States, which could lower demand for the commodity.



Given the magnitude of the pullback, however, history shows natural gas prices could be due for a rebound in the days ahead as bottom-fishing investors step in to buy.



Using the quantitative tool Kensho, CNBC PRO searched for periods in the past decade when natural gas prices were down at least 15 percent in a month.



We then looked at the performance of natural gas companies two weeks after a similar drop in natural gas prices.



For our screen, we used the components of the First Trust Natural Gas ETF, an exchange-traded fund that aims to replicate the returns of the ISE-Revere Natural Gas Index, a benchmark comprised of companies involved in natural gas production and exploration.