I solved the problem in cx_oracle mailing list. That was happening because the Oracle Client wasn't installed (I was using only the SQL Developer to access the remote database). I installed the oracle client (instantclient-basic-windows.x64-11.2.0.2.0), set the ORACLE_HOME variable and added it to PATH. Now everything is working as should be.
Massimo, thanks by your help and patience. Humberto Ferreira da Luz Junior Mestrado - Ciência da Computação / UEL Analista de Informática - ATI / UEL