The submitted thesis is focused on price development of wheat, corn and soybeans in 1995 / 2015. The aim of the thesis is to bring complex view on price development and its volatility of chosen commodities. The other aims are determination of relations between individual markets, their volatility and liquidity. There have been also stated research questions dealing with impact of harvests of main world producers on the price volatility, relation between market volatility and liquidity, and influence of seasons on volatility of given commodities. There have been mixed two approaches fundamental and technical analysis. Fundamental analysis brings information about the main factors affecting the supply and demand of chosen commodities and putting these information into context of historical prices development. Technical analysis offers tools for volatility determination. The data based on technical analysis have been used for other processing with aim to bring better understanding of the market structure. The synthesis of previous results follow and the price development is interpreted in the context of these obtained information.