If you try to do
$colname = OCIColumnName($stmt, $i)
AFTER you have called OCIFetchInto(...) then $colname will be empty.
If you call it BEFORE OciFetchInto everything works as it should.
This behaviour gave me a headache for a few hours...

So the correct way to do it should be:
OCIPLogon(...)
$stmt = OCIParse($query)
OCIExecute($stmt...)
for ($i=1; $i <= number of columns; $i++) {
	$colname[$i] = OCIColumnName($stmt, $i);
}
while (OCIFetchInto(....)) {
  // do smthng with the actual data
}