Monthly Energy Review (EIA)
"A publication of recent energy statistics. This publication includes total energy production, consumption, and trade; energy prices; overviews of petroleum, natural gas, coal, electricity, nuclear energy, renewable energy, and international petroleum; carbon dioxide emissions; and data unit conversion values."
Also includes primary source data on energy production and consumption available in excel formats. Some data sets go back to 1949.
Also see the EIA's Annual Energy Outlook reports