Amongst other categorizations, chemical reactions / reactants may be divided into two types: oxidizers and reducers.
On our planet, the reducers are stored as ready forms of energy because oxidizers are freely available to perform the reaction.
On a planet with a reducing atmosphere (e.g. a predominantly methane atmosphere), then life might store energy in the form of stable oxidizers. This stable oxidizer need not be oxygen or even provide oxygen to the reaction as the halogen gases (and other elements & compounds) also serve as oxidizers - but let's assume that this alien environment does use oxygen as its oxidizer (energy storage).
Some compounds that might serve (as energy storage / oxidizer in a reducing atmosphere):
- Hydrogen peroxide (liquid $H_2O_2 $)
- Ammonium perchlorate (solid $ NH_4ClO_4 $)
- Dinitrogen Tetroxide (liquid $ N_2O_4 $)
- Nitronium perchlorate (solid $ NO_2ClO_4 $)
- Nitrous Oxide (gas $ N_2O $)
- Red fuming nitric acid (liquid 84% $ HNO_3 + $ 13% $ N_2O_4 +$ 2% $ H_2O $)
- White fuming nitric acid (liquid nearly pure $ HNO_3 $ )
Some of these are hypergolic, spontaneously igniting in the presence of certain other chemicals.
- Nitronium perchlorate is hypergolic in the presence of organic chemicals.
- Dinitrogen tetroxide is hypergolic in the presence of hydrazine (an
- Hydrogen peroxide is hypergolic in the presence of the liquid
- Others are more stable.
Ammonium Perchlorate is the oxidizer used in the Space Shuttle Solid Rocket Boosters and is one of the more stable of these chemicals.
So the inhabitants of your methane world would use their grasping manipulators to hold crystals of Ammonium Perchlorate they've collected from the nearby forest. Supplying sufficient heat would break down the crystals and begin combusting in the methane atmosphere in a self-sustaining fire.
A Side Note: the list of Oxidizers that I produced were ones specifically taken from rocket fuels, which in turn were selected because they are highly energetic. In reality, we could select from a much wider range of oxidizers that include some that are much more stable but also less energetic.