This paper presents an investigation on future continuum models for granular materials in penetration analyses. A two-dimensional discrete element method has been used to numerically simulate penetration tests on a granular ground. The stress paths of soil elements in the ground have been studied, and then used to highlight the main features of granular materials based on most-advanced knowledge in soil mechanics. The study shows that the penetration makes the soil near the penetrometer undergo a significant changes of stresses in both magnitude and direction. The soil of large deformation rate may arrive at a stress state slightly over the strength envelope obtained from conventional tests. As a result, shear dilatancy, rate-dependency, non-coaxiality and particle crushing are the four main features that future continuum models should capture for granular materials in penetration analyses.