The oscillation spaces Os,s′p(Rd)Ops,s′(Rd) introduced by Jaffard are a variation on the definition of Besov spaces for either s ≥ 0 or s ≤ −d/p. On the contrary, the spaces Os,s′p(Rd)Ops,s′(Rd) for −d/p < s < 0 cannot be sharply imbedded between Besov spaces with almost the same exponents, and, thus, they are new spaces of really different nature. Their norms take into account correlations between the positions of large wavelet coefficients through the scales.