If by oil, you mean the black kind, this is a serious symptom you should get checked out as soon as possible by a urologist. It is a possibility it is old blood.
If it is oily on top, please see the doctor's reply on this thread:
Urine can smell if you had old blood in it. It also can smell with certain foods in some people, such as asparagus. You might also want to get infection ruled out as a reason.