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We have experimentally checked the Jarzynski equality and the Crooks relation (see Jarzynski C., Phys. Rev. Lett., 78 (1997) 2690; Crooks G. E., Phys. Rev. E, 60 (1999) 2721; Jarzynski C., J. Stat. Phys., 98 (2000) 77) on the thermal fluctuations of a macroscopic mechanical oscillator in contact with a heat reservoir. We found that, independently of the time scale and amplitude of the driving force, both relations are satisfied. These results give credit, at least in the case of Gaussian fluctuations, to the use of these relations in biological and chemical systems to estimate the free energy difference $\Delta F$ between two equilibrium states (see Ritort F., Séminaire Poincaré, 2 (2003) 63; Liphardt J., Dumont S., Smith S. B., Ticono I. jr and Bustamante C., Science, 296 (2002) 1832). An alternative method to estimate $\Delta F$ in an isothermal process is proposed too.