After reading Brett's very useful reply above and a little mucking about, I think I got it:
Go to
http://finance.yahoo.com/indices (no trailing slash), it shows many indexes, and shows all of Yahoo!'s symbols for them. Click Commodities Futures (left center of the page), and oil shows as CLX08.NYM. (As Brett explained, the 3rd byte will change every month or so; I just added these to my phone last week, so I don't know when they change, but since oil has about 10 dates listed and gold has 4, I'm guessing they change sometime during the month that they specify.)