Methane is used as feed stock to chemical industry and is the main constituent of the fuel natural gas. Chemical, physical and thermal properties of methane: Values are given for gas phase at 25 °C /77 °F / 298 K and 1 atm., if not other phase, temperature or pressure given.
Options? I'm thinking P Waves.
The third answer is the one you want. You have to have an adjustable density. All other things being equal, if the tanks you use for holding just water when filled with water will let the sub sink, because the sub is made of a dense metal like iron or steel.
If on the other hand you fill these tanks with air, the net density will be below one and the sub will rise.