You may need the following:
SELECT
day AS return,
day AS display,
day_name AS day_name
FROM
(
WITH temp ( col ) AS (
SELECT
to_date(2, 'mm') --2 is February
FROM
dual
)
SELECT
to_number(to_char(col + level - 1, 'dd')) day,
to_char(col + level - 1, 'DAY') as day_name /* day/DAY/Day for lower/upper case*/
FROM
temp
CONNECT BY
level <= last_day(col) - col + 1
ORDER BY
day
)
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