I experienced the same for almost a year (pricking, tingling and burning sensations on my head). I went to a psychiatrist and she recommended me to take Vit B complex, vit E and xanor as anti-depressant. I felt relieved for 4 hrs but it keeps on coming back especially when i felt stress in the office. I also went to an ENT, neurologist and internist but i did not feel cured in that mysterious condition. Until 1 day, with the feeling of helplessness I went to church, prayed and talk with a priest. He told me to pray the rosary every night, attend mass every Sunday and He told to me to join in the Holy Trinity Divine Healing Ministry. As time pass by that mysterious feeling was gone. It is very hard to believe but if you will keep on praying the rosary and have a strong faith in God you will be cured and healed with the power of the holy spirit. Sometimes the sensations come back but i don't mind it. I just prayed 3 Apostles' Creed, 3 Our father, 3 Hail Mary, 3 Glory be to the Father. I felt better. Thanks God!