So say your trading a futures, like natural gas with 500$ margin, it says January 2018, so in January 2018 the contract expires right? Does a new contract open for natural gas at a 500$ margin in January 2018 to replace the one that just ended or is now natural gas future gone all together? in other words is it like forex where it is always there but just contract ends and new one opens right away or is it like a store and when the contract is gone its gone for good?

The future contracts trade on several expiry dates in parallel.
The follow screen short from CME shows you all available NG (natural gas) contracts and the volume traded




You can at any moment trade any contract that is trading
it is said to be best practice to trade the 'front month',
that is the contract with the highest volume

In the above case it would not be January but February

At some point in time the volume 'rolls over' to the next
contract, some time before the contract stops trading..