If you don't feel heat or a "fever" coming off of the area, it probably is not an abcess. It also will probably throb if its an abcess. An abcess is usually a bacterial infection or MAJOR alergic reaction to some foreign matter.
Sounds more than likely you may have overshot or undershot the glute. Any chance you injected oil into fat? If so, this will cause a depot that hurts when pressed on, but is usually pain free if no pressure is on it after a day or so.
Try heat/ice if its close enough to the surface. Massage is always good immediately following an injection.
Good luck!