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Here is help to install a Sensi Smart Thermostat
6+ Sensi Thermostat Wiring Diagram
Note that the diagram above requires a "C" wire.
The Sensi documentation and web site has no information
on how to wire the device without a "C" wire.
If you have an old oil burner, it does not have a "C" wire.
Newer oil burners have a "C" wire
Newer "smart" thermostats offer features such as: clocks, backlit displays & WiFi access. Both smart thermostats and newer heating and cooing systems are controlled using specialized circuit boards. They potentially have significantly more than 2 wires to connect to a thermostat. These new circuits require a path for electricity to return to the source. This new wire is known as a "C" wire [Common wire].
For More Details: Add a "C" wire to my thermostat?
Overview: Creating a "C" Wire Configuration with a Relay
Schematic: "C" Wire Configuration with a Relay