Heat the oil in a heavy frying pan over a medium high heat until hot (~180° C). It is hot enough when a bit of flour scattered on top sizzles.
Sprinkle 1/4 of the flour on top of the oil.
Stir in with a long handled wooden spoon
Mix the flour and oil into a smooth paste.
Gradually mix in the remainder of the flour in the same way.
Reduce the heat to medium
Cook the roux, stirring constantly. The mix should be on a slow boil, with tiny bubbles constantly breaking. You have to cook it for at least 5 minutes, but a longer cooking time gives a stronger colour and flavour (see the table below).