Concept:
Fuels are broadly classified by their physical state at standard room temperature and pressure: solid, liquid, or gas.
Step 1: Diesel is a middle-distillate fraction of crude oil. It is a liquid fuel used in internal combustion engines.
Step 2: Natural gas is primarily composed of methane ($CH_4$). As the name explicitly states, it is a gaseous fuel.
Step 3: Kerosene is another refined petroleum product. It is a combustible hydrocarbon liquid commonly used in jet engines and lamps.
Step 4: Coal is a combustible black or brownish-black sedimentary rock, formed as rock strata called coal seams.
Step 5: Because it is a physically hard, rock-like substance that must be mined from the earth, coal is the only solid fuel listed.