Why are you trading too much? You're basically making A LOT of trades per day and just scalping pennies. I think you should modify your system a bit - to see the bigger picture. For example(CL): On sept 23 the move was clearly bearish- Making lower highs. Once it has decided on the direction after the 30 min candle (46.08 to 45.83) you should have gone complete short and waited. You could have captured 30-50 cents(could have made a dollar if you're smart enough!). I did the same. Waited for the breakout and then shorted. Bigger picture can help you land those insane trades. Look at longer timeframe charts even if you are a scalp. It gives you an idea of longer term trends.
Hi Scalpmaster - thanks for the advice. I've added the 15-minute chart to my main display to help with the longer-term view. Also, I've switched to ES almost exclusively. After looking at several hundred trades, I found I just wasn't making money on CL. Probably because of those pennies. With ES, I'm ok taking 2-3 ticks, and I'm making a real effort to get this up to 1-2 points per trade. I had a few bad moments trying to make this transition, but this week has gone pretty well.