^^^ They're definitely calories.
I don't know if you've read up on the dosages used in the studies that "proved" fish oil's efficacy...but those folks were taking a LOT of it. Normally +2g of EPA &/or DHA. That ends up being close to 10 standard fish oil caps each day. Not sure if you had looked it up or not. If you already knew, then other people will see the light.