Based on the fixed exchange rate the cost of an Imperial Gallon of fuel in Cayman is approximately the same as a US Gallon in USD would be. (currently ~$5.80 USD per US Gallon)
Here is a weekly survey of gasoline prices the CI Gov't publishes:
http://www.planning.gov.ky/HTML_BODY/PI/PI_Current_retail_prices.htmIn my experience, Cayman generally has some of the lower priced fuel of the Caribbean Islands I've visited.