I would say that you have a blown turbo seal, get this checked asap as you will run out of oil if you do not keep checking.

The exhaust pipe and the engine has a connection that links them together. The exhaust pipe, normally is supposed to give out burnt gases from the engine but not oil. So if it is giving out oil, then you need to take your vehicle for a check up. Let a mechanic have a look at it. Looks like a serious problem.