How to break in really stiff baseball glove?

I have a nike $300 baseball glove that has the hardest leather i have ever seen. The thumb is almoat impossible to move because the leather is so hard. Ive been practicing with it for 5 months and it is still very hard to close and not game ready. I have been oiling it lately and i have completely doused it in oil but after about 15 seconds of the palm being soaked in oil it sucks it up and becomes dry again?? This is really odd because no matter the amount of oil it just soaks it up and it becomes completely dry again. I have been putting a softball in it and wrapping it. What should i do?