Warning! You need to bring the Oil lamp, Oil lantern, or Bullseye lantern to fill it with the lamp oil. The oil will stay inside the lamp oil still until you use the item in your inventory on the still. You will also need to bring Swamp Tar in order to make it into Lamp Oil, to fill your lantern.
It is recommended to only use the Lamp oil on the Bullseye lantern, as the lantern is the only light source that uses Lamp oil which stays lit unless the player manually extinguishes it, as it does not cause an explosion in the Lumbridge Swamp Caves, nor does it go out when players fail a shortcut around water, and the Lantern is used in Tears of Guthix and Lunar Diplomacy to make other variations of itself used for the quests.