How can I relieve migraine pain that occurs during my menstrual cycle without taking pills?

Eat a banana. Lay a peel across your forehead and another peel along the nape of your neck.

Banana Peels (http://www.healpain.net/articles/banana.html)

I've had migraines my whole life and found recently that the essential oil frankincense actually is a good prophylactic treatment. It also has worked to reverse a migraine that I've felt coming on. It has no side effects, so I'd give it a try. Everyone is different, and what works for one may not for the next. Keep trying though! Hugs to you!