Oligonucleotides are synthesized with phosphoroamidites (not nucleotides). Phosphoroamidite chemistry for oligonucleotides involves using dimethoxytrityl (DMT) protecting groups to allow single base extension for each base cycle. This group is automatically removed after each synthesis step. Some older methods of purification would require the presense of the final DMT (trityl) group so a researcher would order an oligo 'trityl on.' Oligos are now only shipped trityl off.
Please see the Technical Report Chemical Synthesis of Oligonucleotides for a more detailed explanation of oligo synthesis.