I have posted to this site and received really helpful guidance, i return with another question.
Where have i gone wrong here, I was prettty sure this is what is require
Actually the problem is that they block everyone who doesn't have a user-agent
import urllib2
request = urllib2.Request("http://www.cmegroup.com/trading/energy/natural-gas/natural-gas.html", None, {'User-Agent': 'Mozilla/5.0'})
content = urllib2.urlopen(request).read()
splitted_page = content.split("<span class=\"cmeSubHeading\">", 1);
splitted_page = splitted_page[1].split("</span>", 1)
print splitted_page[0]
If you have to do GET requests I reccomend you the Requests python package. You can read its advantages in this post.
However, if you're getting a 403 message maybe you're trying to access some restricted data (Wikipedia link).