Scented oils are often confused as to whether they are essential oils or fragrance oils. 

Essential oils are extracted from the leaves or roots of plants primarily by pressing, distilling or using catalysts to extract the oils.  These are considered to be natural oils

Fragrance oils are primarily synthetic in nature although they may contain some natural components.  Fragrances are manmade scents that are produced in a laboratory and are generally considered not to be natural.

While many people like the idea of natural oils they want to use oils that do not occur in an oil format in nature.  Watermelon is a good example.  There is not a watermelon essential oil as watermelons do not contain much oil at all, and that in the seed does not smell like watermelon.  If you wish to use a scent that has this aroma, a fragrance oil will be the most likely path for you to choose