If helium is normally produced as a by product of natural gas production, and if there is a shortage of helium then it should appreciate in value, this would mean that drilling for natural gas would become marginally more profitable. As it becomes more profitable, production increases, which increases supply of natural gas, thereby decreasing the price of natural gas.
One thing I can thing of is drillers are going for NGLs right now because its uneconomical to go for the dry stuff (natural gas). So a shortage of one of the NGLs while the dry stuff is still cheap means drillers go out of biz, which reduces supplies of Natural Gas and increases price. But the helium market - how big is it?