Seems to me like its missing some links to opencl libraries. If you have the latest amd drivers installed try this:

Download the latest pyopencl:
git clone --recursive http://git.tiker.net/trees/pyopencl.git

And then:
python configure.py --cl-inc-dir=/opt/AMDAPP/include/ --cl-lib-dir=/opt/AMDAPP/lib/x86_64 --cl-libname=OpenCL
python setup.py build
sudo python setup.py install

Edit:
Actually you probably could just do:
sudo apt-get install python-pyopencl