U.S. Energy Secretary James Schlesinger said today there was "substantial evidence" that petroleum products that normally would be going to the United States have been diverted to Europe by oil companies looking for higher profits.

While Schlesinger did not name the companies involved, he indicated in an interview that he was talking about oil companies that have refineries in the "West Indies" outside American jurisdiction.

He also said that while the evidence pointing to a diversion of oil was not solid enough to take to court, he had no doubt that in recent months the United States has "had difficulty obtaining our fair share" of the world petroleum supply.

He did not elaborate on the nature of the evidence.

Schlesinger, who has been attending a meeting here of energy ministers from the 20 countries that belong to the International Energy Agency, conceded that his own pressure on American companies to stay out of any bidding war for uncommitted oil in Rotterdam, the Netherlands, "could have been a factor" in the recent oil pinch in the United States.

Rotterdam is the world's major market for oil that is not tied up by long-term contracts.

European Common Market Energy Commissioner Guido Brunner recently said "some oil was attracted here by the higher prices paid in Europe." Privately, U.S. officials have said that a few hundreds thousand barrels a day were involved.

France, the only major Western oil consumer that does not belong to the International Energy Agency, recently called for regulation of the Rotterdam market. The Netherlands and West Germany, which is the main recipient of oil processed through Rotterdam, rejected the idea.

The IEA ministers ended their two-day conference here with an agreement, among other things, to have the agency make a detailed study of the world spot market and how it affects oil prices generally. Oil exporting countries have traditionally argued for higher long-term prices on the basis of what they could get on a shipload-by-shipload basis in Rotterdam.

Schlesinger expressed "some skepticism" that the European countries can effectively regulate the Rotterdam market. He said that it is not like the Chicago commodities markets, where the products traded are in a controllable national market, rather than a hard-to-follow worldwide trade.

Turning to the IEA minister's adoption of a program to encourage the substitution of coal for oil, Schelesinger conceded that, given the enormous American coal reserves, the United States could eventually become "the Saudi Arabia of coal."

He had reassuring words, however, for Europeans who might be worried about a new dependency on the United States.

"The evidence since World War II suggests," he said. "That if one has to be dependent on one country as a source of supply, the United States is as good as any country to be dependent on."

He said it serves no purpose to discuss that dependency if there are no real alternatives, although he said that in the medium term, IEA countries could also look to Australia, Canada, and possibly South Africa, for coal. In that period, he said, those countries would be "eager competitors" of the United States in supplying coal to world markets.

The IEA ministers set a goal of saving 1.3 million barrels of oil a day by 1985 through switching to coal.

The ministers also agreed that the world cannot afford to forego nuclear energy and that more such energy is needed under adequate safeguards.

"If we are going to make it collectively, we cannot afford any reduction in current nuclear programs," Schlesinger told a press conference.

In their final communique, the ministers painted a picture of what Schlesinger called "somewhat grimmer prospects" than when they last met here in the new agency's first ministerial conference two years ago.

After having gotten companies to hold the line, Schlesinger switched signals several weeks ago, and urged U.S. companies to enter the Rotterdam market.

Apparently as a result, high-quality oil that had been selling for about $20 a barrel on April 1 now goes for about $30.

Schlesinger had said earlier that the Rotterdam "spot market" normally handles about 3 or 4 percent of the world's oil in international trade, but that recently it has been handling double that amount.

Since it resumed production, Iran has been placing substantial amounts of its crude, perhaps as much as half of its 4 million barrels a day in exports, on the spot market.

Schlesinger said that Israel and South Africa, whose long-term contracts with Iran were cut off by the new Islamic revolutionary government, have been bidding up spot prices in an attempt to maintain their supplies.

There are also some suggestions that even Saudi Arabia, which has been a major force for price restraint among the oil-exporting countries, could be cashing in on the high spot prices.

Until recently the Saudis were selling 7.5 million barrels of their 8.5 million barrels daily production to the American companies associated with them in the Arab-American Oil Co. The Middle East Economic Survey, which is close to Riyadh, reported this week that the Saudis were taking about a million barrels a day away from the American companies. Western energy officials say they do not know how the Saudis plan to dispose of that oil.

Iran has "cast further doubt upon medium and long-term prospects," the communique said, adding that this could curb economic growth for the next few years. Some ministers went so far as to raise the specter of a new Great Depression similar to the 1930s.

Current oil shortages are likely to continue for at least two years, the ministers concluded. They reaffirmed the agency's goal of reducing member's consumption of imported oil by 5 percent, or by approximately 2 million barrels of oil a day, about the amount that is currently lacking in the world market.

Although Schlesinger apologized to his fellow ministers in his speech for the failure of the U.S. Congress and public to recognize the seriousness of the crisis, he defended the American record in energy condservation as being better in percentage terms than the European one.

Answering severe criticisms of the United States at the conference, Schlesinger said in the interview, "there is something of a myth in Europe regarding the United States." He spoke of the "lively prospect" that the United States would reach its goal of reducing its oil imports by 1 million barrels a day under the IEA program of 5 percent cuts. Current American oil consumption is "astonishingly low," he said.

Schlesinger acknowledged, however, that Europeans and Japanese are naturally far more conservation-minded. "Regrettably,"he said, to be "totally convincing" the oil shortage must be brought home to the American people with "the begining of an experience" such as the current shortages set off by Iran. CAPTION: Picture, Engery Secretary James Schlesinger shows a reporters a copy of a U.S. plan to reduce energy consumption. UPI