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Hydrogen and helium, the lightest two gases, weigh so little that helium balloons and hydrogen dirigibles are able to float in the atmosphere. Unconstrained by such devices, the light gases rise to the top of Earth's atmosphere and from there slowly leak out into space. Hydrogen can still be found on Earth because it binds strongly with heavier atoms like Oxygen, forming water. Helium, however, does not react chemically and so is only found trapped inside the Earth, often along with Methane gas and oil. To learn more, follow this link to Mining Helium.