Neither open nor closed stereo headphones will provide true positional audio. The rest depends on the individual headphones, in terms of the left/right sounds being more "inside" your head or "outside". Generally speaking, open headphones tend to have slightly *wider* imaging, but there are some closed headphones (not the Momentums, admittedly) that come close. After that, it depends on your hearing to what extent that characteristic helps you position sounds within this stereo imaging.
Nicholars obviously feels that the above makes a substantial difference to him, I do not so much (surround processing notwithstanding)... Certainly in light of the far greater difference in isolation, esp. also in blocking outside sounds to provide better immersion. I guess it boils down to your environment, whether it is quiet enough, and nobody around you is bothered, in which case open headphones (which model in that price range btw.?) may provide a slight advantage. But I personally honestly do not think it is a night-and-day difference that would make the Momentums unusable for that task.
The only way I can think of getting better cues is to either use some surround processing, or maybe one of those multi-speaker gaming headphones (Triton etc.) that claim to use that feature as a way to increase positional cues. Haven't tried any of those myself though. I also want to clarify I'm not much of a -console- FPS gamer, but other games (Uncharted, Last of Us etc,) provide plenty enough cues on the Momentums, at least with my setup. I.e., when it comes to hardcore FPS gaming, other opinions may be more relevant.