I trade futures extensively, especially like to trade between London open and our open for you night owls. Often less chop and better trends.

My primary vehicles are the ES, CL- full oil contract, and ZN-10 yr note futures.

I mainly use 5 and 15min charts as well as watching 30min.

I find that my standard indicators 18ema, 50,100 and 200sma along with an indicator that TOS has called Volume Flow Indicator, which works as name suggests but also shows divergence as a MACD does. (Anote for those of you who have TOS, you do not want to trade against this indicator). I use weekly pivot points in conjunction with Fib fan lines and Andrews pitchfork as well as linear regression line. I also constantly monitor Dx chart, as well as AUD/JPY since often times will lead. Oil and DX inversely correlated majority of time.

Of all of these, CL(oil) is the most profitable consistently for a couple of reasons. First because oil tends to trend, though it can be very volatile short term and 2nd is you can get huge moves quickly. You normally have to carry a .30-.40 stop which on a single full contract is $300-$400. But it's not unusual to have .50-.60 5min candles. On full contract, each point is $1000 so you can see that it can be volatile. I find that oil reacts real well to pitchfork levels as seen in charts below.

These are 2 trades taken last nite:

The first is ES

  http://screencast.com/t/MmQzM2I0NGMt

Here is an expanded view that you can see Pitchfork lines on going futher back. as you can see pf line I covered against this am goes back over a week

http://screencast.com/t/Yjg4NmQxM

Now here is a 15min chart with fan lines on. Notice once again that these originated a week ago

http://screencast.com/t/ZDhjMjM0OG

Also notice that the 100maon the 15min chart, light green moving average line, is often very useful as a target and a turning point.

Here is 5min oil chart. I chased the entry a tad, just because it dropped so quick once it broke the top pitchfork line. The horizontal red line I covered off of is an earlier top of pitchfork line from last week

http://screencast.com/t/NjgxZGUzZD

I also find that oil reacts pretty well to the 50ma(blue line) for indicating change of direction and also for containment. You want to have a confluence of several other indicators if you're trading against.