Which state has the lowest unemployment rate in the nation right now? South Dakota. (At 3.5%[correction is 4.5%]) And they're pumping oil at more than 200 rigs, with more waiting to come on line. There are currently more than 16,000 job openings posted, many of them in the above $100K range.

Pennsylvania and Ohio aren't far behind, though the majority of those jobs are in the natural gas industry.