and a recent version of ConTeXt. If you want to call gnuplot on-the-fly, you also need write18 enabled. In most TeX distributions this can be set with shell_escape=t in texmf.cnf.
See http://wiki.contextgarden.net/Gnuplothttp://wiki.contextgarden.net/Gnuplot
for details about this terminal and for more exhaustive help & examples.