In todays markets, commodities are frequently characterized by an increasing trend in the long term. There were significant fluctuations of commodity prices during the period of 2006 to 2009, followed by decreasing prices in the commodity markets due to the financial crisis. There is the discussion about the market regulation to control the volatility on markets. Thus, the determination of relations between the individual markets, their volatility and liquidity, is important. There have been stated research questions dealing with the impact of harvests of main world producers on price volatility, relation between market volatility and liquidity, and influence of seasons on volatility of given commodities.