Over the last decades, a large understanding has been gained on the elastic properties of rocks. Rocks are, however, porous materials, which properties depend on both response of the bulk material and of the pores. Because in that case both the applied external pressure and the fluid pressure play a role, different poroelasticity coefficients exist. While theoretical relations exist, measuring precisely those different coefficients remains an experimental challenge. Accounting for the different experimental complexities, a new methodology is designed that allows attaining accurately a large set of compressibility and poroelasticity coefficients in porous and permeable rocks. This new method relies on the use of forced confining or pore fluid pressure oscillations. In total, seven independent coefficients have been measured using three different boundary conditions. Because the usual theories predict only four independent coefficients, this overdetermined set of data can be checked against existing thermodynamic relations. Measurements have been performed on a Bentheim sandstone under, water‐ and glycerine‐saturated conditions for different values of confining and pore fluid pressure. Consistently with the poroelasticity theory, the effect of the fluid bulk modulus is observed under undrained conditions but not under drained ones. Using thermodynamic relations, (i) the unjacketed, quartz, and skeleton (Zimmerman's relation) bulk moduli fit, (ii) the drained and undrained properties fit, and (iii) it is directly inferred from the measurements that the pore skeleton compressibility Cϕ is expected to be constant with pressure and to be exceedingly near the bulk skeleton Cs and mineral Cm compressibility coefficients.