What area of the oil and gas industry would you like to work?
This is the big thing.
If you're interested in oil & gas exploration, study geology. They typically work with finding sources of oil and gas by looking at constraints and properties earth subsurface.
If you're interested in production, study mechanical engineering. Doesn't seem like you're into this though.
If you're into refining, study chemical engineering. Refining is where they alter the subsurface oil and gas into whatever they need.