It's not clear who made the trades, or why they made them, but the traders stood to gain from the futures sales: When the information became public an eye-blink later, the futures lost value, and those who sold early avoided a loss.
Hunsader thinks this is evidence that the government's news leaked early and led to improper trading. And he worries that news of a shutdown of a federal investigation led by the FBI and SEC into similar early releases of information by other government agencies could embolden traders who are somehow getting government information a beat before everyone else.
"Now that the Feds have stated that they don't think there is merit in prosecuting people who get news information earlier than others by milliseconds, is it any wonder?" he asked in a blog posting Thursday.
The Energy Information Administration did not respond to a request by CNBC for a reaction to the trades, but an official at the FBI did. "We are aware of the trades," the FBI said. "And we are aware that these types of transactions are happening."
The official did not say what the implications of that could be for those who executed the trades.
CNBC revealed last year that the Department of Energy has long had a problem with mysterious computer users who access the government website with "malicious intent" to slow down the website's release of data to the general public while speeding it up for themselves. (Read More: The Department of Energy Is Under Attack. Cyber Attack.)
—By CNBC's Eamon Javers; Follow him on Twitter: