Fill one of the jars about half way up with tap water. Put two of the glass rods into the water. Look through the jar at the rods. You can see them fairly clearly.
Next, fill up the other jar half way full with the Wesson Oil. Now put the Pyrex glass rods into the jar. Look through the jar at the rods. Notice that the rods have disappeared. They are practically invisible in the oil.
This experiment introduces you to the concept of index of refraction. The index of refraction of a material is a measure of how fast light travels in a material. If light goes from one material to another, and the two materials have different indexes of refraction, the light is bent. When two materials (like glass and air) are in contact and light shines through them, the light bends a little at the surface separating the two materials. The reason that the light bends is because the index of refractions are different for air and glass. When light goes from air into glass, this happens. This is why you can see the glass rods in air!
Now, if the two indexes of refraction are not too much different, the light does not bend too much. When the Pyrex rods were in the water, you could still see them clearly because the index of refraction of Pyrex and water are slightly different. When the Pyrex rods are put in the Wesson vegetable oil, the story is quite different. The rods are practically invisible in this oil. This is because the Wesson Oil and the Pyrex rods have practically the same index of refraction. The light that is traveling through the jar into your eye is not bending at the surface of the glass. Therefore you cannot see the Pyrex rods.
Other Things to Try
A related phenomenon to index of refraction is scattering. Look at a soap bubble floating in the air. The soap itself has little color to it, the air inside is 'clear', and the water is also 'clear'. Why can you see the soap bubble? What happens when you get thousands of little bubbles together like soap foam in the kitchen sink?