How about coconut oil?
http://en.wikipedia.org/wiki/Coconut_oil
It seems coconut oil is extracted without petroleum solvents. But I’d check to be sure the mfg website to be sure
A really good oil is plain old cod liver oil. A tablespoon in the morning on an empty stomach. Must be empty stomach and the good part of the cod liver oil will go where it is needed. If you are serious about Vitamin D3 5000 units then take K2 also. NOW brand makes them both and NOW is always ethical inexpensive and reliable. NOW HQ is in Indiana IIRC