I love essential oils

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There definitely are a few essential oils that are not safe topically for pregnancy.
I have a book called 'The complete Book of Essential Oils & Aromatherapy' by Worwood it is pretty thorough and does mention that some are not safe.
Ones off the top of my head that aren't safe in pregnancy are Clove oil, and Penny Royal (can cause miscarriage!).
I went to a workshop locally on the basics of Essential oils recently, this is the lady's blog:
http://essentialmomentsaromatherapy.blogspot.com/ It was interesting, and she did mention several oils to either be careful of or entirely avoid during pregnancy (I can't remember them all sorry).
Her main mantra was that to remember that essential oils are HIGHLY concentrated, as in for instance it takes a whole room stuffed full of rose petals to make .5 ounce of rose essential oil. Not everything is that much, but many of them really do have a ton of power in just one tiny drop. This is why it is not recommended to use them 'neat' (straight, undiluted) on your skin, they are to be mixed with carrier oils (her favorite is jojoba oil, though almond oil is okay too it just has a shortly shelf life she said). Often times it's only 2-3 drops of an essential oil or less added to .5 oz of the carrier oil.
Getting a book such as what I listed or one of many others will not only tell you more about the essential oils, but it will have 'recipes' of how much of what oil to mix with what carrier to treat a variety of symptoms.
Lavender oil is one of my favorite oils and is one of the few oils that can be used 'neat' but even if you do it's such a tiny drop that goes such a long ways, your not to just 'pour' it over yourself, but use a tiny tiny amount. It's nice to add 5-10 drops of lavendar oil to your bath tub before you take a nice soak in there.. ahhhhhh
Also I like to read more about essential oils and even have ordered some through a site called
www.AromaTherapeutix.com unusual spelling I know.. but that's their company name. If you ask for their Catalog it has a lot of information in it besides their products, and even has little lists of 'oils that help ease' as they call it, I cut those out and taped them to the inside of one of my kitchen cabinets so if I need to know a oil to relax, or ease anger, or clear a cold, etc I just look at that list real quick

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I got a little diffuser lamp from the above site and love how easy it is to diffuse oils to help the whole family

! Plus I mix some of my own oils for massage/migraines etc.