This paper extends rough volatility models to commodity markets, focusing on the rBergomi and rHeston specifications. The authors develop a general framework where the fictitious spot price follows an affine drift process with stochastic volatility driven by a fractional Brownian motion (Hurst parameter H < 0.5). The model automatically calibrates the initial futures term structure and captures the Samuelson effect—the increase in futures volatility as delivery approaches—through the mean reversion parameter a(t). The key theoretical contribution is the derivation of a closed-form relationship between the normalized spot price and futures prices, ensuring martingale properties under mild conditions. The paper provides explicit conditions for the rBergomi (requiring ρ < 0) and rHeston (no restriction on ρ) models. Numerical calibration to WTI Crude Oil vanilla futures options demonstrates that rough volatility models outperform classical stochastic volatility models in fitting implied volatility surfaces, particularly for short maturities where the volatility skew is more pronounced. The results highlight the practical applicability of rough volatility in commodity markets, offering a robust tool for pricing and risk management.