What event is fired, when the price was changing?
Thank you in advance
You should find all that you need in the following blog post (assuming you are on the latest Commerce release).
The events are documented here: http://world.episerver.com/blogs/Quan-Mai/Dates/2015/7/new-events-for-price-and-inventory-updates/
They were added in 8.15 and then slightly revised in 8.16 version.