Why isn’t the oil refinery i’m using produce goods

There are a number of reason why the industry may not be supplying any goods to your station, but the most likely reason is that the station in question have low ratings for that particular good.

Stations ratings are based on, generally speaking, how often vehicles pick up goods from the station and how much goods have accumulated there. The OpenTTD Wiki provides the complete table: http://wiki.openttd.org/Game_mechanics#Station_rating. You can see the station's ratings by clicking on the 'ratings' button in the station interface.

If your station has a lower rating compared to your competitor, your stations will receive less goods from the industry, and if it has extremely low ratings (after a vehicle crash, for instance) then the industry may stop supplying goods to that station entirely.

Also note that it is impossible to get 100% transported rate as industries do keep a certain amount of the output to themselves. (Source)

The station has to accept goods:

To do that it has to have enough commercial town buildings within its catchment area (it doesn't matter that the whole town has enough, the individual buildings must be near the station!) to generate a full demand of goods.

This Small Office Building, for example, only provides one eighth of a goods need.

While this Highrise Commercial building provides one half (four eighths).

There has to be enough buildings of this nature within a station's catchment area for the total goods demand to be at least one whole.

These buildings appear much more frequently in larger towns and cities, and tend to be clustered near the centre of the town - and again, your station must have them within it's catchment area for this to work.