This is data is extracted for New York City Taxi Trip Duration competition. After chatting with a taxi driver in NYC, I learnt that they care much about gasoline price when they decide the speed of driving.
The dataset contains regular gasoline retail price in New York from 2001 to 2017. Note that it is weekly data rather than daily.
The data is downloaded from US Energy Information Administration. The full link to this dataset is https://www.eia.gov/dnav/pet/hist/LeafHandler.ashx?n=PET&s=EMM_EPMR_PTE_Y35NY_DPG&f=W