All three of the options you mentioned—petroleum, coal, and natural gas—are composed of hydrocarbons, but they differ in their composition and physical state:
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Petroleum: A liquid mixture primarily composed of hydrocarbons, along with various other organic compounds.
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Coal: A solid fossil fuel made up mostly of carbon, along with various hydrocarbons and other elements; its structure is more complex than that of petroleum and natural gas.
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Natural Gas: A gaseous fossil fuel primarily composed of methane (CH₄), which is a simple hydrocarbon, along with smaller amounts of other hydrocarbons.
In summary, all three are indeed made up of hydrocarbons.