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For what purpose would you be using the oil? Essential oils are used for specific and therapeutic purposes, and with that in mind, you should have a reason for considering its use at some particular point in a particular woman's pregnancy.
Generally speaking, essential oils should be diluted by half for use during pregnancy. Certain ones must be diluted even more than that, and many are contraindicated. Of oils that are Not contraindicated, there is not a blanket response to a "good oil" during pregnancy. Many women are highly sensitive to scents during pregnancy and what once smelled good or was non-irritating to them in the past, may become highly annoying or bothersome now.
WIthout having more training in the appropriate and proper methods of using Essential Oils during pregnancy, i would agree with Roger, that it may be best to avoid them. Its too late to find out After having rubbed it all over a woman's body, that it is increasing her nausea, or creating an problems for her.
Having said that, there are some oils that are safe to use during pregnancy for specific reasons, and in my textbook: Nurturing Massage for Pregnancy, you'll find some oils that may be helpful during labor.