Copper Futures - Divergence on LME vs COMEX?

Been diving into $HG_F lately and trying to get a handle on its relationship with LME copper. I've noticed a few instances where the short-term price action, specifically on higher volume days, seems to diverge a bit. Not talking about big arbitrage plays, more about the nuances in how they react to news flow or even just general market sentiment for industrial metals.

Am I just overthinking it, or do more experienced traders here track both exchanges closely for subtle clues on supply/demand shifts, especially for intra-day or swing trades? What's your approach?