Determining anomalous dynamic patterns in price indexes of the London Metal Exchange by data synchronization

► We test for feature patterns in weekly metal returns in the London Metal Exchange. ► The Kuramoto model for collective synchronization is applied to finding the patterns. ► The rank test combined with the random shuffling surrogate method is also applied. ► Our results suggest the existence of day-of-the-week anomalies in the metal returns. ► Such anomalies may stem from synchronously accumulated actions of market players.