The paper proposes an algorithm for combined monitoring of prices in commodity markets, including (1) digital monitoring to detect structural shifts in the time series of the observation object, (2) situation monitoring of the external environment of its operation to structure the current situation and generate signals about its changes, (3) control of information exchange and the formation of output aggregated signals. Combined monitoring of information about changes in the environment of the object operation (happened, impending or possible) allows you to improve the quality of detection, reduce the delay and form options for possible changes in the state of the object; and thereby ultimately ensure an increase in the efficiency of solving the target problems of analysis and forecasting controlled object.