Crystal/caramel malts are made a bit differently than other malts.
This is from our wiki (link above):
To make crystal or caramel malt, maltsters take green malt and, instead of heating it in a dry kiln, stew it in an extremely damp or wet oven. In the presence of water, each kernel of grain essentially undergoes a mash in the hull, converting the grain's starch to sugar. However, since the grain is not crushed, the sugar does not go into solution and create wort. Instead, when the temperature is lowered, the sugar crystallizes in the hull, giving the grain the appearance of a crystal of sugar. The malt is then dried over heat, with the drying temperature and time determining the color and flavor characteristics of the finished product.
Because the stewing process essentially mashes the grain, crystal and caramel malts are some of the few steeping grains that can be used in extract brewing without needing to be mashed, although some of the palest crystal malts may not be sufficiently converted and may leave haze in the finished beer. All-grain brewers may also simply add crystal malts to the mash as they would any other specialty malt.
In other words, the grain is pre-mashed, so to speak. So, yes, it does contribute to OG, and the sugars are fermentable. Because you can plan on about 1.035 per pound of grain, using 1 pound in a 5 gallon batch will only contribute about .007 to the OG, though.
