How do day traders approach historical data analysis for different asset classes, such as stocks and commodities?

[TheGuru12]

Given the varying volatility levels between assets like shares and natural gas, it seems logical that the amount of historical data considered should differ. Shares typically exhibit less volatility compared to commodities like natural gas. I'm curious to gather opinions on this matter. Specifically, I'm interested in understanding whether you adjust your lookback periods based on the asset class you're trading and, if so, how you determine the appropriate timeframe for each. I'm looking to reach a consensus or at least get a sense of common practices among day traders.