have you tried just a plain, natural oil? almond, grapeseed, jojoba, safflower, etc... are all natural, and unless you have a nut allergy, shouldn't make you itch (it should do the opposite...i use almond oil as a moisturizer). then, if that doesn't irritate your skin, you can try adding in some natural essential oils if you want to add fragrance.
check the ingredients in your oils, it's possible that something synthetic is irritating your skin, like mineral oil, perfumes, perservatives, etc... |