I really didn't know the answer. But your question intrigued me.
Google gave me this on the first page. 3412 BTU/hr for that particular product. At $4/1,000,000 BTU for current natrual gas price averages (before adding on your gas companies profit), that'll cost you 1.4 cents per hour.
A 65 W bulb will use 0.065 kilowatthours in one hour. At an average of 9.5 cents per kilowatthour for residential electricity in North Carolina (it'll be cheaper for commercial or industrial locations), it'll cost 0.6 cents per hour.
Note: you didn't specify if that was a CFL that used 65W of power, or a CFL that uses 10W of power and looks like a normal 65W bulb. If it is the latter case, then drop it to 0.1 cent per hour. You save either a bit more or a bit less than a penny per hour by switching. Or, it'll save you roughly $90 a year if the light is on 24 hours a day and 365.24 days a year.