In conjunction with Quandl, a data analysis website that provides financial and economic data in a variety of formats that allow analysts to use several different tools. They have a collection of free historical data for over 600 futures contracts--currently the largest such collection on the Internet! If you're not sure what futures are, see this link for a concise explanation.
Data analysis website Quandl (www.quandl.com) came to me and other finance bloggers with the following question: what separates a good analyst from a great one?