Walmart has an oil lamp that looks identical to Lamplight's Ellipse oil lamp. This oil lamp is imported by the MVP Group in Charleston, S.C., and is marketed as the Florasense brand.
However, Walmart's oil lamp is only around $6.50 or so, and has a brass colored burner instead of a silver burner like that found on the Ellipse oil lamp. Walmart's oil lamps are located in the candle department, and are displayed on the bottom shelf with lamp oil, wicks and burners. They also have the best price on lamp oil
This link will furnish information on lamp oil. Scroll down to question #3. Also, on this page it states that you should never use paraffin oil, such as Ultra-Pure, in any oil lamp or lantern with a wick wider than 1/2 inch. Therefore, the Ellipse lamp and the Florasense lamp, and other lamps with wicks wider than 1/2 inch should only be filled with regular lamp oil.
http://www.lanternnet.com/faqs.htm