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InfluxDB
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Many are suggesting using org-babel but that is exactly what I do not want. I want a library that could be used directly within an emacs-lisp code. This would make it easy to write Emacs packages that work with data. For example, in the package expenses that I wrote, I want to be able to plot and analyse expenses for different months/categories. Now, this could be done using some library from other languages but it would be much easier and nicer if there is a way to do this using emacs-lisp only.
Generally, librsvg (svg.el), is your best option to start with graphing in Emacs. Alternatively, if you are really ambitious you could take a look at Emacs-gl if you are familiar with OpenGL. Those are your drawing library. On top of them you will have to create some higher level library to draw charts, you could either adapt/convert one existing from some of other projects, for example there are several popular and good libraries for javascript that could probably work well with svg renderer. Perhaps take a look at some of Common Lisp charting libraries and see if you can make them work on top of svg.el or emacs-gl. For example, cl-2d seems quite reasonable to port to Emacs Lisp.