You didn't say what you're cleansing your scalp with. It is possible to get product buildup on your scalp. I'm not sure oiling is a solution. For me, most oils that are left on my scalp clog my pours and give me dandruff/itch. Sometimes I like to add a little teatree oil to my rinse out conditioner. Works wonders.
"More people would learn from their mistakes if they weren't so busy denying them." - Harold J. Smith.