"We suspect that Gazprom has been hindering the free flow of gas across member states and the diversification of sources of supply. We also suspect that it has imposed unfair prices on its customers," Almunia said at a European Competition Day conference in Vilnius.
"We are dealing with the complaint by Lithuania, which was filed after our preliminary probe had started, but the geographic scope of our investigation is wider, encompassing the other Baltic states, Poland, the Czech Republic, Slovakia, Hungary, and Bulgaria," he said.
The commissioner said that it was too early to say when the next steps could be taken in the investigation, but reiterated that the Commission was preparing to formally inform Gazprom of the suspicions resulting from the probe.
"It would be premature to anticipate when the next steps might be taken, but we have now moved to the phase of preparing a statement of objections," Almunia said.
"Any company active within our single market, irrespective of where it is based, must play by the rules," he said.
It was reported last month that the Commission was preparing a formal statement to Gazprom and that the probe might be completed at the end of this year or early next year.
The EU's executive body opened the probe into suspected unfair pricing by the Russian group in September 2012.
Lithuania holds the EU's rotating presidency in the second half of this year.