The right way to insert multiple records to a table using LINQ to Entities

Simply move the instantiation of the new Product inside the loop. Your code as it is written will add a single instance multiple times which does not produce what you are after…you need a separate instance of each product…the Add method does not make a copy, it attaches the object to the context and marks it for insertion.

foreach (int price in prices)
{
   Product newProduct = new Product();
   newProduct.Price = price;
   NWEntities.Products.Add(newProduct);
}

To see what is happening a bit more explicity consider the following:

class Program
{
    static void Main(string[] args)
    {
        Console.WriteLine("Try to reuse same Instance:");
        using (var ctx = new AdventureWorksEntities())
        {
            List<int> ids = new List<int> {1, 2, 3}; 
            Product p1 = new Product();
            Product reference = p1;
            Product p2;
            Console.WriteLine("Start Count: {0}", ctx.Products.Count());
            foreach (var id in ids)
            {
                p1.ProductID = id;
                p2 = ctx.Products.Add(p1);
                Console.WriteLine("p1 = p2 ? {0}", p1 == p2);
                Console.WriteLine("p2 = reference? {0}", p2 == reference);
                Console.WriteLine("State: {0}", ctx.Entry(p1).State);
                var changes = ctx.ChangeTracker.Entries<Product>();
                Console.WriteLine("Change Count: {0}", changes.Count());
            }
        }
        Console.WriteLine();
        Console.WriteLine("Distinct Instances:");
        using (var ctx = new AdventureWorksEntities())
        {
            List<int> ids = new List<int> { 1, 2, 3 };
            Product p2;
            foreach (var id in ids)
            {
                var p1 = new Product {ProductID = id};
                p2 = ctx.Products.Add(p1);
                Console.WriteLine("p1 = p2 ? {0}", p1 == p2);
                Console.WriteLine("State: {0}", ctx.Entry(p1).State);
                var changes = ctx.ChangeTracker.Entries<Product>();
                Console.WriteLine("Change Count: {0}", changes.Count());
            }
        }

        Console.ReadLine();
    }
}

In the first loop you are reusing the same product instance, but when you add it to the context you are just using the same reference each time. You can see that the change count remains at 1 regardless of how many times the loop is executed. Of course only the last values would be saved if you were to call ctx.SaveChanges().

In the second version, the change count is correctly incremented each time and you would be calling SaveChanges would save all of distinct entities as you would expect.