When I turn the key to run position I have no oil warning light.
All fuses are good. The relay seems to be working OK. I checked the oil pressure switch and the wire is connected. The truck starts and runs fine. Now what
Chuck

 

Check the bulb

 

that is the first thing I did.
It's good

 

Remove the wire from the oil pressure switch and ground it. the light should come on when the key is on. If light comes on replace oil pressure switch if light says off it will be the bulb or wiring

 

If the truck starts and runs fine it’s probably not the oil pressure sender. If you have the intank fuel pump the fuel pump relay is tied into the oil pressure sender. If the sender is defective, the relay would sense no oil pressure and shut down the fuel pump.
Do like Liquid suggested. If I remember correctly those dash lights use a twist in connection. If not perfectly aligned, the light won’t work.
You could also try swapping bulbs with one you know that works. If that corrects the problem then you know it’s the bulb.