engine problems

i have a 2004 mazda 3S with a 2.3L engine and i have alot of prblems with it but the one that im most concerned about is that theres never any oil left in the engine no matter how manny time i fill it it leaks out i have checked it a couple of times but i have never found a leak theres no leak spots in my driveway and when i start it and rev it black gunk comes out of my muffler