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Dry air at 20 °C and 1 atm conducts heat at 25.87 mW/(m·K), or 0.01495 Btu/(h·ft·°F). At 1000 °C it is 81.10 mW/(m·K). This page is for dry air.
Air is a good insulator because its conductivity is small, about 23 times lower than water. Still air in double glazing, foam and insulation blankets does most of the insulating. Moving air carries heat by convection. The heat transfer coefficient depends on conductivity, viscosity and specific heat through the Nusselt and Prandtl numbers.
Conductivity rises with temperature, because the gas molecules move faster. It changes very little with pressure up to about 10 bar. At 100 bar and low temperature it is higher, because the air is dense.
Accuracy. Lemmon et al. (2000) state an uncertainty of about 0.1 % in density, 0.2 % in speed of sound and 1 % in heat capacity from the solidification point to 873 K (600 °C) and up to 70 MPa. Above 873 K there were no reliable air data, so nitrogen data were used and the paper gives about 0.5 % for density. Lemmon & Jacobsen (2004) state about 5 % for the viscosity and thermal conductivity of air, and more near the critical point. Viscosity and conductivity above about 600 °C, and the 1000 °C end of the range, are less certain than that. CoolProp uses a molar mass of 28.96546 g/mol, the U.S. Standard Atmosphere uses 28.9644 g/mol. That is the main reason CoolProp density at 15 °C and 1 atm is 0.04 % above the Standard Atmosphere value.