The key is too cook at two different temperatures. The amount of juice the meat looses during cooking is dependent almost entirely on the internal temperature of the meat. If you are shooting for a juicy medium rare (130F), your goal is to have as much of the meat at that temperature as possible. Any section over that temperature is going to loose a higher proportion of the juice. This chart will show the weight loss versus temperature of a steak: http://www.seriouseats.com/images/20100303-sous-vide-steak-chart.jpg. All of that weight is water, which is juice.

The ideal way to accomplish this is to sous vide the steak. You put it in a bag under a vacuum and cook it in a 130F water bath. I understand that this is probably something you aren't interested in.

There is a way that can get you close though and is perfectly doable on your gas grill. The first step is to salt the meat. For the best results salt the meat on both sides, then put it on a rack uncovered in the fridge overnight. When you plan to cook, take it out and leave it at room temperature for 30-40 minutes. If you can't do this, take the meat out of the fridge, salt it, and let it sit at room temperature for at least 40 minutes (don't try to shorten the time).

While your steak is sitting get your grill ready. What we want to do is put your grill at the lowest setting possible. Somewhere around 300F is good, but if you can get it to like 200-250F you'll be better. Put the steak on there and cook it until you get it up to about 120F as an internal temperature. Take the steak off the heat and keep it somewhere warm. Now the goal is to get your grill as hot as possible. Crank all the heat to high, put the lid on, and move the grates as close to the heat source as you can. Let it heat for 10 minutes or so. Pat the steak dry and put it over the hottest part of the grill and sear both sides to your liking. It shouldn't take more than a minute or two. During this time your also going to raise the internal temperature up to about 130F.

Now that you're done, let the meat rest for at least 10 minutes (longer if your steak is thicker than 1.5"). If you have a handy dandy infrared thermometer, you want the surface to be around 120F before you slice.

This should work for you, but there are some caveats. Depending on how well done you like your steak (if you're cooking it over 135F I might come and take it away from you though), how quickly your grill heats, and how hot your grill gets; you may need to take the initial cook either higher or lower than 120F. The same steps can be accomplished using an oven and a cast iron pan (and I think the results are better that way too).