Yes, it is possible to query a html table using OLE DB!

Provider=Microsoft.Jet.OLEDB.4.0;Data Source=http://www.websitewithhtmltable.com/tablepage.html;Extended Properties="HTML Import;HDR=YES;IMEX=1";

Use the following syntax: "Select * from [page title]" to query the html table at specified location.

.NET Framework Data Provider for OLE DB

Use an OLE DB provider from .NET

Provider=any oledb provider's name;OledbKey1=someValue;OledbKey2=someValue;

See the respective OLEDB provider's connection strings options. The .net OleDbConnection will just pass on the connection string to the specified OLEDB provider. Read more here.

HTML Table connection strings

Microsoft Jet OLE DB 4.0

Standard (HTML table)

.NET Framework Data Provider for OLE DB

Use an OLE DB provider from .NET