An apparatus and method for casting metal strip include a moving chill body that has a quench surface. A nozzle mechanism deposits a stream of molten metal on a quenching region of the quench surface to form the strip. The nozzle mechanism has an exit portion with a nozzle orifice. A depletion mechanism supplies a reducing gas to a depletion region located adjacent to and upstream from the quenching region. The reducing gas reacts exothermically to lower the density provide a low density reducing atmosphere within the depletion and substantially prevent formation of gas pockets in the strip.