Like many of the earliest Edison Kinetoscope movies, this one showed a popular entertainment figure performing one of her specialties. It's an interesting attempt, and it's nice to have something preserved on film of Annie Oakley, one of the legends of her day. But the footage that resulted is clearly limited by the constraints of the studio.
Like most of the earliest Edison movies, this was filmed inside their 'Black Maria' studio. That setting worked very well in producing movies of various dancers, vaudeville acts, and the like. But with Annie Oakley, it forces her to squeeze her routine into an area much smaller than normal, and while she does a pretty good job anyway, it's clear that under the conditions to which she was more accustomed, she would have done much better.
It was not long at all before the Edison film-makers began to film subjects outdoors when it better suited the material. Even then, though, the scale and speed of Oakley's regular act would probably have created an insurmountable challenge to film with the equipment available in the 1890s. All the same, it's nice to be able to see moving footage of her, so as to be able to flesh out this legendary figure just a little bit better.