In APEX you trace your session by adding &p_trace=YES at the end of your URL. For example: fcapex40:8080/apex/f?p=101:1:26033843641252.. Please refer to the APEX documentation for more information regarding traces in APEX.

The documentation states that the trace file is located in the following directory:

SQL> -- Run as SYSTEM
SQL>  SHOW PARAMETERS user_dump_dest

NAME                                 TYPE        VALUE
------------------------------------ ----------- ------------------------------
user_dump_dest                       string      /usr/lib/oracle/xe/app/oracle/
                                                 admin/XE/udump

This isn't the case if you're using the Embedded PL/SQL Gateway, which is how APEX is run on Oracle XE. Thanks to Jari for answering my question on the APEX forum about this: [forums.oracle.com/forums/thread.jspa?forumI.. For APEX installations that use the PL/SQL Embedded Gateway (i.e. Oracle XE) the trace file is located in the following directory:

SQL> SHOW PARAMETER background_dump_dest

NAME                                 TYPE        VALUE
------------------------------------ ----------- ------------------------------
background_dump_dest                 string      /usr/lib/oracle/xe/app/oracle/
                                                 admin/XE/bdump

To find the trace file that was created for your session:

$ cd /usr/lib/oracle/xe/app/oracle/admin/XE/bdump
$ grep -l "APP_SESSION" *.trc
#example
$ grep -l "2603384364125271" *.trc