Simulate the commodity prices using the formula: Price(t) = Price(t-1) * exp(mu + 0.5 * sigma * Z)
where: mu = "drift", sigma = "volatility", Z = value of a normal random variable in range (0,1).
The random seed determines the pattern. The more common variation of the above formula is:
Price(t) = Price(t-1) * exp((mu-sigma^2/2) + sigma * Z)