Someone must have a lot of gas that they don't mind burning 

Whatever sort of gas that is, it's not likely to be propane or LNG (methane) because it's too smoky. But it's not smoky enough to be acetylene, or the clouds of black would hide the dragon. If I were to guess, I'd say a mixture of gasses. Pretty cool, though.

Yeah pretty cool. It was the size of the thing that got me. We need more statues like this 

Well you do need the smoke from a dragon, can't have a clean burning flame.  Pretty good wish they would put one in the park.
Carl2