Nonlinearities in pricing should induce a response to said change in marginal price. Literature finds such a response when (1) employees fabricate self-reported income, or (2) there are fixed and discrete needs or incentives such as designing automobiles or refinancing a home. An optimal response has yet to be detected with marginal pricing for a continuously consumed good such as electricity; indeed, the literature finds an average price response. We use a natural experiment of within-household residential electricity consumption, with and without nonlinear pricing. We find evidence of marginal price responses as shown with bunching at the nonlinearity.  We also include the possibility of satiation – aka, a bliss point, and measure its effect. Our estimated price elasticities fall within the range found by past literature short-run changes in price. The policy implication is that with a clear nonlinearity and sufficient information about consumption, consumers can respond to marginal price.