Sometime last year I asked if it was possible to go swimming with COPD and on oxygen. Unfortunately only one person came back and that was somebody in the USA that had made a floating container to put the cylinder in.
Happy news for you COPDers with oxygen, yes you can. After 16 years of not being in the swimming pool I went to swim last week and prove that you can do it with oxygen. What you need to do is have a 40 foot oxygen tube to which you can get from your supplier, then attach that to your oxygen cylinder put your cannula up your nose turn on your cylinder and away you go.
Make sure that the management of the swimming pool agrees for you to do this. Also make sure that you're cylinder is at the side of the pool and not in the way of the other swimmers. You can then swim the length of the tubing that you have and it's great, even if your tubing drops into the water it floats. So all you oxygen users can go out and enjoy yourself and have a swim and do your exercises in the pool which makes it easier.