Energy efficiency is a minimal cost energy resource. It is critical in bridging the gap via reducing overall demand, allowing electricity supply to be expanded to meet increasing demand in a timely and sustainable way. Incandescent bulbs with tungsten filaments convert only about 10% of the input energy into light with the rest wasted as heat and resultant carbon dioxide gas emissions. This results in high energy and environmental inefficiency. Carbon nanotubes (CNT) yarns as filaments for replacement of tungsten in incandescent bulbs represent an economic option boosting high energy and environmental efficiency. In this study, CNT yarns were produced from methane, an abundant greenhouse gas currently flared in Africa. Synthesis of CNT yarns were carried out in a Floating Catalyst Chemical Vapour Deposition (FCCVD) reactor using ferrocene as the catalyst with direct spinning of CNT into yarn. The quality and morphology of the produced yarns at different temperatures (900 – 1000°C) were determined using Scanning Electron Microscope (SEM) and Raman Spectroscopy. The optimum temperature to produce CNT yarns was found to be at reactor temperature of 950°C. The thermodynamics associated with the production of the as-spun CNT yarns were determined by Thermogravimetric Analysis (TGA) and Differential Scanning Calorimetry (DSC). Heat capacity of CNT yarns was calculated based on the measured heat flow at thermal stable state. A polynomial regression of the form: Cp=0.002T2 – 0.4512T+66.099 was proposed for the prediction of the thermodynamic values. Change in thermodynamic quantities of yarn such as entropy and enthalpy were determined based on the heat capacities calculated from fitted polynomial models using relationship of thermodynamic function.