Gas prices at warehouse clubs can be as much as 30 cents lower than traditional gas stations, and the chains offer members coupons to use in their stores when they fill up.

Gasoline sales at the warehouse clubs are an important part of their business and draw customers inside.

"People are seeking out the clubs because of the gas," said Michael Baker, a retail analyst at D.A.

BJ's says it's 10 cents below average.

These companies are "winners when gasoline prices go skyward," said Kloza.

Costco (COST), Sam's Club and BJ's (BJ) want you to fill up your tank in their parking lots and then go stock up on giant jugs of ketchup, boxes of snacks and clothing.