Well that's great! Some babies still need it by 36 weeks but I'm sure she'll be fine, my baby needed the oxygen for a few minutes while she was being weighed and footprints were being done but that's all! 36 weeks is pretty safe, have faith and don't worry, all will be A-OK good luck!
I had my lil one almost 10 years ago at 36 weeks, baby will be fine! She had no time in the nicu and went home with me in two days! Prays to you for happy safe healthy delivery! God bless