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Well that's what I always thought, in through the nose and out through the mouth (it's what I do when I have a panic attack) but I looked on YouTube and the majority of the videos said it should be in the nose and out through the nose. It just doesn't feel fully comfortable, but maybe that's just because I'm not used to it.
I just did it upstairs, and when I came to go down the stairs, I felt a bit 'wobbly' and spaced out?
I must be doing something right though, as it's made such a difference on me being able to go to sleep easily at night!