No utilities included is pretty common, especially in double/triple deckers where it's easy to hook things up separately for meters which is required to shuffle the cost of utilities onto the tenant.

As for why the broker won't provide proof of the utilities, that's probably because the landlord/broker aren't the ones paying the utilities. I imagine the best they could do is ask the current tenants for a copy of their last bill, but that's not something they generally do.

Since it's oil heat though, you could probably get the size of the tank and how often it's generally filled from the landlord/broker. Use that to call a few heating oil suppliers in the area for quotes on how much filling a tank of that size would cost this time of year. That should get you a fairly accurate estimate. YMMV though because you may use more or less heat/hot water/etc so I'd just toss on a bit extra to really be safe budget wise.