I use stop limits on break-outs every day in CL . . . and am always filled.
If you set the limit too small you run the risk of getting jumped but I use those orders simply because they get filled faster.
For the OP: You will almost always get 1-2 ticks slippage on a stop market order in CL but less than 50% of the time with a stop limit. I've been trading that market since late-2006 or early-2007. Computer algorith trading has all but ruined it now, though. Hysterical whip in a 5-tick range, then spikes out 10-15 ticks and ping-pongs again . . . all day.
My avg hold time for CL is in the 2 to 4 minute range and I enter and exit with market orders based solely off of orderflow. I keep a close eye on the delta by reading the tape (DOM and time & sales) and determine whether to enter or exit at inflection points based on the liquidity or lack of it in these areas. I am able to keep slippage to an avg of 1 to 2 ticks by taking contrarian entries and rarely ever chasing. On the rare occasion I chase, it's only because I feel there is extraordinary orderflow in one direction and even then i will most times wait for a second entry to keep slippage in check. I would not recommend entering with market orders without a comfortable understanding of tape reading. I also avoid trading during times of high volatility and low liquidity (such as during EIA release). Low volume gaps can get out of control during these periods
I find it best to put a limit order at the point I'd enter a trade a few ticks ahead and wait for it. If price starts to stall and exhaust itself before hitting my limit I'll just scratch the trading idea due to lack of momentum.