The oxidation state of a substance is the electric charge it is exhibiting in a given state. This may be determined by looking at the oxidation states of accompanying atoms as well as the charge on the complete molecule.
In this case:
Molecular charge: 0
Oxidation state of oxygen: -2 (it is a group 6 element)
Thus,
S + 3 * -2 = 0
S = 6
Sulfur is exhibiting an oxidation state of +6.