You typically use Oozie shell action as a connector or a data provider between 2 other Oozie actions in your workflow. You can include "capture-output" element in your shell action enabling the next action to read the output from the shell command/script. If all you want to run in Oozie is your Python script, like it seems to be your case, then it's better to use cron and schedule your script to run on a particular node in the cluster. Or you can try to "port" your Python script to Oozie by creating a Sqoop action followed by FS actions to run HDFS commands. Oozie offers many actions you can choose from to develop your apps on Hadoop. See details here, in particular "Workflow functional specs" and Action extensions.
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