  We analyze daily prices of 29 commodities and 2449 stocks, each over a period
of $\approx 15$ years. We find that the price fluctuations for commodities have
a significantly broader multifractal spectrum than for stocks. We also propose
that multifractal properties of both stocks and commodities can be attributed
mainly to the broad probability distribution of price fluctuations and
secondarily to their temporal organization. Furthermore, we propose that, for
commodities, stronger higher order correlations in price fluctuations result in
broader multifractal spectra.
