Zemlic 

Sorry, what do you mean this?

looking at price/volume of CFD will not give you the same information as looking at the CL future

Zemlic 

"For 'proper' trading though futures have the benefit of trading through an exchange so everybody can see the price and you aren't reliant on your broker making the price themselves, while taking the other side of your trade." Now i did ask them at FXCM, where will the price come from, and to my surprise they said it will be fed from Ninja Trader futures data and that apparently it will be exactly same price as futures have, but adding spread to it.

Sounds Good. That is for the CFD account I presume.
You still wouldn't have the orderbook and traded volume information though. Some people find that vital, others less so. Possibly related to whether they are a fairly short timeframe trader or longerterm.