Obviously there is no sign of ignition here...things to check:
Are the electrodes actually sparking at the ends? (They can arc out further down or on the blast tube wall)
Is the pump pressure high enough? (Around 140 psi)
How do you know the oil is actually spraying out of the nozzle? (There may be wet oil deposits on the boiler wall directly in front of the blast tube)
Your burner should have a Danfoss BFP pump, with a solenoid coil on the top. These coils are problematic but you say yours is new. The coil operates a valve inside the pump body, and I wonder if this is working. I'm assuming that all your tank taps are on, and the oil is reaching the burner, of course!
John
May 2009