I have a ton of oil sitting in trade sites that aren't getting bought at the end of the month. How do I create demand so that my oil gets bought? It seems I have a chicken and egg problem, in that I can't create consumer buildings because I don't have an HQ to produce a building further down the production chain, but I can't produce the new building because my lesser tier products aren't selling.
There is no demand mechanic as everybody has said, there's simply a truck spawn timer that spawns regional trucks to either export or import goods. The more regional truck bays you put on your trade depot the more trucks will come in to export/import goods.
Anyways, that's not your problem.
If you have everything set up right and no traffic, here's more than likely your problem: There is currently (as of 03/26/2013) a regional trade truck bug which causes trucks to get stuck on the regional highway near the entrance of another city. This causes huge problems and results in excess storing up of your goods. I've seen this reported to Maxis programmers several times and a patch is incoming to fix it.
Be sure you click the “Manage Global Deliveries" (select the Trade Depot) button and select "export" for the resource you want to sell. (You need to do this separately for each Trade Depot/Port.)
The global market provides the trucks. See https://gaming.stackexchange.com/a/110069/30220
(There is no "demand" mechanic for resources.)