Ok, solved it.
When pressing ALT you see what needs to come in where. You need to put the water in the one entry and the petroleum in the other and not the other way around.
Nope, its water 15 degrees and petroleum 25 degrees on the last pipe piece in front of the plant. I really cannot find out what the problem is, since there seems to be no problem with the input. Both water and petroleum come into that plant when setting the plant to produce something else.
The problem is that the plant doesnt want to make sulfur. If I switch for example to plastic the petroleum gets pumped in. If I switch to sulfur acid, the water gets pumped in, but if I set it to sulfur nothing ...