Requesting data from Yahoo Finance seems to have changed or is now blocked. The request below for commodity data no longer works as of May 2017. Does anyone know if there is a new way to make this request?
http://chartapi.finance.yahoo.com/instrument/1.0/GCQ17.CMX/chartdata;type=quote;range=10d/csv/
As Ashley Davis mentioned in the comments section of the question above, the new way to go is through Alpha Vantage, at least when one is looking for free historical data. Their web service is very well documented and straight forward.
For those of you who are looking to import the data into Excel, I have written an api that I make available for free. Here is the Excel spreadsheet
Addendum as of Aug 2018: Current version of Deriscope supports retrieval of both historical data and live feeds from YF.
For Australian investors, here is an alternative to yahoo finance api:
www.biglion.com.au