Put some baking soda where the oil is... the baking soda will soak up the oil. Rub the oil in a little bit and allow it to absorb the oil. Wipe it off. You may have to do this several times to get all the oil out.
I spray rubbing alcohol on the area & lightly wipe it off or put a cloth over it until it dries.
Use the suds from washing up liquid and water and dab off with Paper Kitchen towel. Repeat as required.
If your chair headrest is leather or a leather look material you can use shaving cream. Spray some shaving cream on a rag rather than the chair and rub in circles. Use a clean soft cloth to wipe it off. Repeat if necessary.
Pamm...Try Blue Magic from AutoZone with a soft brush if the chair is fabric.