Yes, usually flights on Continental out of LGA are cheaper.

Unfortunately this was not the case for this flight, where the flights out of LGA to YUL were double the price via Continental. There wasn't even a direct flight, it was all via CLE.

Yes I checked Air Canada too. Flights were around $70 more then the direct flight out of EWR.

Why would the EWR-YUL-EWR route be more expensive when you subtract the EWR - PHL route?