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13 sie 2024 · Search for the lowest gasoline prices in Cheyenne, WY. Find local Cheyenne gas prices and Cheyenne gas stations with the best prices to fill up at the pump today. National and Wyoming Gas Price Averages. National Avg. WY Reg. Avg. WY Plus Avg. WY Prem. Avg. WY Diesel Avg. $3.443. 08/12/2024. $3.379. 08/12/2024. $3.639. 08/12/2024. $3.923.