I use motorbike engine oil in mine with no problems. The purists will tell you different of course. If you have any hydraulic oil to hand it is basically the same thing as "compressor oil" but with a different label. Of course if you are using the compressor for spray painting you need to be more careful about oil carry over etc. and stick with the proper stuff, as ATF might be a bit thin. Main thing for non-painting compressors is that there is oil of some sort in there and that it is clean.