"Oil sketches" refers to quick paintings or drawings created with oil paints. They are usually done to capture a scene or idea before creating a final, more detailed artwork. Full definition
Here, an artist mixes paints with a palette knife while holding his brushes as he makes a preliminary oil sketch on his canvas based on the drawings spread out near his feet. (nga.gov)
The small oil sketches in this exhibition originate in his practice of painting directly outdoors. (www2.gwu.edu)
Such works reveal the wide range of technique and function of the landscape oil sketch during this period. (themorgan.org)