don't use, oil marked CNG, it's made a bit light in density than normal,
There is one relation of oil to fuel that is "Oxidation Factor",
Oil oxidizes with burning in cylinder piston + chamber. AND there is different power of burning in Petrol and CNG. But due to it's low density in components or some specific additives... it burns... if not then should give better mileage may be...
Go for non-CNG, Again recommend ZIC HIFLO 20w-50, Caltex 20w-50, ENOC 20w-50, Petromin Ultra-7 20w-50.
after changing brand you may overcome the problem otherwise engine problem.