I don't know what kind of water you have, but you really could be having a product/water build up. If the malibu someone else mentioned is the same as the malibu I'm thinking, its probably for hard water.
However, since you have sooo much build up, I'm not sure one washing will get rid of it. Find a good clarifying shampoo with citric acid in it. Or sally's has a hard water shampoo as well. I have very hard water and use Kenra Clarifying shampoo. Make sure if you go find one it says it removes "mineral" build up. Not just chlorine.
What czechfan said made sense, but since the oil wouldn't remove it, then it could be like limescale, only on your head, and oil definitely won't remove that. You can try using the clarifying shampoo for a week or two.
Or the first couple of times you use the shampoo, leave it soaking on your head for 5 mins to help dissolve the build up. Vinegar is also good to help dissolve hard water build up.
Grand Goobah Caedran, Aqueous Infusion of Demulcents, Order of the Curly Crusaders
Hot and Humid SpaceCoast area of Florida * Fia 2cFi, fine texture, med porosity CG 5-29-09 * My hair loves protein! Currently using : Curlisto Bio-Gel Mousse, CJ DFCC, KMFUM, BHRG, Spiral Solutions -- Everything!!! Coconut Oil Pre-Poo, once a month Hard Water shampoo. Avoiding Glycerin in finishing products.