Spherification With Agar And Oil

I wanted to try spherification, but I wasn't sure where to get sodium alginate. I heard you could do it with agar and oil.

Well, I tried and I only got spherical pieces of agar. I think the most special thing about spherification is the skin and liquid centre, which I couldn't get.

I'm not convinced it's possible to have a liquid centre with agar, since it's the same composition throughout. Unless there's a reaction with oil that makes agar solidify, or the agar tends to diffuse to the surface.