The correct answer is C. steam.
However, steam is not really the source of the power but the resulting consequence of the boilers that heated the water that would become the steam that powered the engines. These boilers were fed by coal so, the correct, most accurate answer would be coal-produced steam.
Natural gas is a misleading answer since it is true that it was the primary source of street lamp fuel for most of the 19th century but was not the main source of power overall.
