This research study is undertaken to understand that how crude oil prices is volatile with reference to multi-commodity exchange of India. This study is contributed to research in Indian energy market and especially for commodity market (COMDEX). The span of this study includes data of crude oil spot prices for last 10 years (2011-2020) and MCXiCOMDEX closing prices for last 5 years (2016-2020) in a yearly format. With this data tools are applied for performance evaluation is trend analysis, descriptive statistics, correlation and regression. The findings of this study indicate that oil prices are fluctuated as compared to market returns also oil prices and markets indicating moderate to high positive correlation in the past data.