The closest you can get to data on this is the CME Commitment of Trader reports.
link to CME page
The report breaks down the position sizes in futures based on the reporting segment of client (e.g., commodity producers).
Based on my experience, it is hard to relate the changes in positioning to price changes. (I used to look at an earlier version of the report, which divided participants into “commercial”/“non-commercial” entities.) You can always look at historical data and tell a story why the price changed, but that methodology has little predictive power (you just change your story).
At the minimum, you need to specify what market you are interested in. Crude oil trades differently than bonds, which trade differently than equities.
Also, market structure matters. An exchange where all participants trade as equals is different than where there are market makers. In a market dominated by market makers, prices are literally set by the market makers. The question then becomes: why do market makers change their prices? (If you had an exact answer to that question, you would make a fortune as a trader.)
My experience is in fixed income, and it is safe to say that the bulk of price movements are associated with the release of economic data (although this was not the case during the Financial Crisis). Since prices typically jump immediately on the release of data, there is no way to associate any group with the price change - posted prices are changed without any transactions taking place. Fixed income prices are a mixture of exchange prices (Treasury bond futures) and market making (exotic derivatives).
My understanding of the energy markets is that commodity data releases have a similar effect. That is, prices are often adjusted based on news about consumption and production, not just the act of buying/selling by the end users/producers themselves. This should be expected, as energy commodities can generally be stored, and so commodities can be moved in/out of storage if the prospects for future supply/demand change. (Electricity was an exception for storage, although storage technology there is improving.)