That's what that lady pretty much came out with. She said there were actually several people at the site, and Oswald told her just before the incident that he was going to be the only one that
wasn't going to shoot the pres. I guess he was there, and did have a gun, but either didn't pull the trigger, or intentionally missed.
She says that afterwards, some mafia boss-dude called her up and told her to keep her mouth shut about what she knew, or else.