I'll send you this website it's call Facts on Infant Massage in the USA
You can use any organic cold pressed edible fruit or vegetable oil ie: grapeseed, safflower, sunflower, or olive.
http://www.infantmassageusa.org/learn-to-massage-your-baby/f-a-q/
I would not recommend just using any kind of baby oil like Johnson and Johnson....they put a lot of weird stuff in their oil. Just use something natural like the suggestions above.