Thanks for your query.
Burning of leg with oil will cause inflammation and there can even be infection.
The pain is due to the damage to the nerve
endings,and it will be associated with swelling and blisters.
To reduce this pain you will need to take anti inflammatory like Motrin(Ibuprofen
) and acetaminophen
Also to prevent infection and early healing of wound you need to take antibiotics.
I would suggest you to consult a doctor and get prescribed the necessary medicines.