By Robert Campbell NEW YORK, May 24 (Reuters) - U.S. natural gas futures have posted an impressive rally since briefly trading below $2 per million BTUs earlier this month, but the upside is increasingly limited by coal prices and the prospect of more gas from now unpopular dry shales. The more than 40 percent rally in natural gas prices has come even as major producers like Chesapeake Energy have seemingly not cut output by as much as the market had hoped. A string of better-than