Shielding gas is commonly used in factories to prevent the molten metal from the harmful effect of the air. Even small amounts of oxygen in the air will oxidize the alloying elements and create slag inclusions. Nitrogen is solved in the hot melted material but when it solidifies the solubility decreases and the evaporating gas will form pores. Nitrogen can also be a cause of brittleness. The shielding gas also influences the welding properties and has great importance for the penetration and weld bead geometry.

Shielding Gas Cylinders. Image source: Elgas
Argon (Ar):
Argon (Ar) is one of the most popular shielding gases. As an inert gas, it has no chemical interaction with other materials. Therefore it is ideal for sensitive materials such as aluminum and stainless steel. At metal inert gas welding of mild steel, an addition of C02 or a small amount of oxygen will increase the welding properties, especially for short arc welding. Contents of up to 20% C02 improves the penetration (limits the risk of lack of fusion) while 5-8 % will give reduced spatter.
Helium (He):
Helium-like argon is an inert gas. It gives more heat input to the joint. Mixed with argon, it increases welding speed and is advantageous for the penetration of thick-walled aluminum or copper where it compensates for the high heat conduction.
Drawbacks with helium is a high cost and the low density. At Tungsten inert gas welding, high contents of helium will reduce the ignition properties.
Carbon dioxide (C02):
Pure carbon dioxide (C02) can be used for short arc welding. It is commonly available gas and cost of gas is cheap, it has good properties for welding of galvanized steel and gives better safety against the lack of fusion than argon-based gases. Drawbacks are a higher amount of spatter and the fact that the gas cannot be used for spray arc.
Hydrogen (H2):
Small additions of hydrogen (H2) can be used to increase heat input and welding speed in the same manner as helium, but it is much cheaper. Because of the risk of cracks, hydrogen can only be used for welding of austenitic stainless steel. It actively reduces the oxides and is therefore also used in root gases.
Oxygen (O2):
Oxygen (O2) is also used as a small addition to stabilizing the arc at metal inert gas welding.
Nitrogen (N2):
Nitrogen (N2) can be used as an alloying element in ferritic-austenitic stainless steels. A small additive of nitrogen in the shielding gas compensates for the losses when welding.