Sounds like your heater doesn't draw enough wattage to heat that room. Don't look at how big the heater is but by much wattage they draw. Most oil heaters uses 1500W which should be enough to heat a large room(depending on insulation/environmental factors). All heaters have their pros and cons but they all produce the same amount of heat if they draw the same wattage. Something something...rules of thermodynamics.