actually i want to know which type of we use in thermowell?
[mods note: I think he means to say, "actually i want to know which type of oil we use in thermowell?"]
and what happen if we were not using any oil in thermowell?Is thermocouple in problem?
First, if you want to use oil make sure the wells are not mounted sideways. ;^)
Oil is used to accelerate response time in low temp applications. Mobil 1 is fine.
If you are going > 200C I would not recommend using oil as it will eventually gunk up and cause problems with response time and may cause your probe to stick in the well.
If you have a spring loaded 1/4" probe inside a .260 bore well, you usually do not need to resort to oil. You may want to try a step shank as the response time there will typically be better than tapered or straight.