A vial or phial.

A phial (or vial) is a small container. It is a bottle, tube, or capsule (often glass or plastic) that contains a substance or material.

A phial or vial, is a small bottle or container. The term is applied to test tubes and to closed capsules containing a material.

After the Dragonborn completes The Throat of the World quest, a courier arrives with a message from Nurelion's apprentice, Quintus, telling you to go talk to him. After that he tells you the necessary ingredients for repairing the phial.

Recovering these ingredients, Quintus successfully reconstructs the phial.

Source: The Elder Scrolls Wiki page "The White Phial (Item)"

You store gas in a phial