Sure there are taxes (those of you in California have them listed out for you on the pumps), but really a lot of it is driven by speculation (i.e., buying and selling of futures). Mark Cuban has a great post about the effect of futures trading on gas prices.
With oil and gas its different . There is a finite supply at any given point in time. The current and future availability of which can be impacted by any number of issues, from natural disasters to man made events. When enough speculators come in and start going long, it drives up prices not of a piece of paper, but of products whose pricing impacts me , you and everyone we know and don't know.
When a bunch of “momentum speculators” jump in trying to make money off the price movement and push up the price, everyone in this country is the loser with higher gas and oil prices.