I don't find oil prices that high, and that includes in comparison to US retail prices.
Note that in most cases, in Canada oil jugs are 5 litres ... 5.28 US quarts.
Some retailers like Wall-Mart will contract with suppliers to offer 4.4 litre jugs ( 4.65 US quarts) to allow a lower advertised price, so you have to be careful to insure you are buying the same amount of oil.
The difference in the value of the dollar is irrelevant, as currency values are complex*, but you do have to account for it.
Of course you have to pay attention if you want bargains ... you can't expect to just walk in to the first store you see and get the best price, same as any thing you might be shopping for.
But a little effort pays off. I've never paid more than $C 27 / 5 Litres for Pennzoil Ultra Platinum at Wall-Mart, which is $US 20.71 or $US 3.92 a US Quart.
* It affects wages, for example. If you don't account for the exchange rate, it would seem Canadians are paid more for the same work than in the US in most cases. I know there is more wage pressure in Ontario where the OP is from but around here you can't get an illiterate clumsy oaf to answer an ad for a job paying $15 an hour. That's what McDonalds pays here ($14~16.50 for non-managerial positions). So, with the lowest paid employees, two hours work buys you a jug of oil.