I remember when diesel was much cheaper than gasoline. That is why so many people switched over back in the 70s.
Then the EPA mandated the Ultra-Low Sulfur Diesel requirements, raising the refining costs.
But don't worry, it will like be cheaper than gasoline in a few years. The EPA is trying to apply similar requirements to gasoline, so the cost of gasoline will rise up as well.
Heating oil is basically diesel. At this time of year it would seem the demand is not nearly so elastic as that for gasoline.