Alternatively, for the linguists out there: oral refers communication medium whereas colloquial refers to register.
Considered this way, the concepts are not mutually exclusive: would you consider a speech (i.e., oral communication) given by Queen Elizabeth II colloquial? Surely not! Given by President Barack Obama? Quite possibly…
For another example: colloquial is in opposition to formal (among others), whereas oral is in opposition to written, signed, etc.
There is a lot of regional variation on the meanings of these words. I am only familiar with US English and UK English, others can fill in the blanks:
Jumper: In the UK this just refers to an garment you wear over your shirt for warmth. It doesn't have buttons, and it pulled over your head.
In the US this has a completely different meaning. It is a type of girl's dress, a top, with attached shorts basically. (Google will be happy to show you images.) It has a kind of "little girl" sense to it kind of like pinafore, however, for sure adult women wear them too.
Sweater: In the UK this is the same as a jumper, a garment you wear over your shirt, with no buttons, and is pulled over your head.
In the US this is a similar item, however, a cardigan with buttons can also be called a sweater in the US.
Pullover: again is a garment you wear over your shirt, pulled over your head. The meaning is the same in the US and UK, but it is a pretty uncommon word in the US.
So in the UK it all means pretty much the same, however there are considerable semantic variations in the US.
This is just based on my personal observation having lived in both countries. I am sure there are lots of subtle regional variations. For example, in the UK the further north you go, the more likely you are to use jumper instead of sweater, and vice versa. Though pullover is pretty universal.
Best Answer
There are way too many English dialects to list, but the general definition of a dialect is:
I actually did find a simplified tree of English dialects, and it shows the changes that occurred between one and the next.
There's also a dialect map for the US, which shows which regions share an overall dialect.
The website that the map is from gives a very detailed look at each individual dialect. There is too much to post here, but for example the site lists the New England dialect--and then breaks it down into sub-dialects:
However, the dialects shown are only dialects of American English. Pittsburgh English, the dialect you originally asked about, is listed as a North American regional dialect of English.