If you are not currently under medical care, it is feasible to get oxygen directly from a reputable oxygen supplier. Welding oxygen is also pure and typically comes from the same source as medical oxygen. The key difference between medical and non-medical oxygen relates more to the chain of custody of the oxygen tank (cylinder) and requirements regarding purging the tank prior to filling. You can always ask your oxygen supplier to purge your tanks before filling.
2016-01-29