Here's a chart of the sun direction in Oslo:
Looks like if it comes up in the extreme northeast, which happens around the summer solstice, them it will set in the extreme northwest. If you are above the arctic circle, then at the same time of year the sun will never set and will at one point (around midnight) be due north.
In the winter, if you are below the arctic circle, the sun will rise in the extreme southeast and rapidly set in the extreme southwest.