Not sure if you're going through a site like Expedia, but I would check the individual sites, and check to see if there are any regional airlines that fly between those locations - sometimes they can offer lower prices.

Gasoline and jet fuel aren't the same things - those prices fluctuate based on different markets. Not to mention that those airplanes are EXPENSIVE to maintain - even when they don't go anywhere. They actually cost more when they don't fly than when they do fly. Empty seats don't mean cheaper prices, they mean higher prices to maintain the cost of the plane itself. It's an interesting business for sure.

The only reason Southwest can still offer lower prices is because way back in the day they signed a LONG term contract for low fuel prices and are still getting it at rock-bottom cost.