Mexico President Andrés Manuel López Obrador, or AMLO, is ending his term the way he started it – by lambasting the nation’s regulators and accusing them of being in cahoots with private business interests.

On Monday, the president said he would try to push a bill through Congress in his final months that would eliminate oversight agencies including energy regulator Comisión Reguladora de Energía (CRE).

CRE oversees natural gas regulations and permitting. It also publishes the IPGN monthly natural gas price index, a compilation of post-transaction prices reported anonymously by shippers.

“There are lots of onerous organisms that don’t have any purpose. They’re superfluous expenses,” López Obrador said during his morning press conference. He mentioned the CRE...