Because OPEC is a group of oil producing nations that works together to limit production to keep the price a decent amount. I affects the price of all the oil on the world market, even the value ot the oil from Canada. OPEC members are mostly from the Mideast.
Check this list:
http://www.eia.doe.gov/pub/oil_gas/petroleum/data_publications/company_level_imports/current/import.html
Apparently Saudi Arabia is the 2nd largest source for imported oil to the states.
If you add up other OPEC producers, I bet its more than what Canada supplies us. (but probably not more than Canada & Mexico combined)