The "Mckenzie Method" characterizes a headache as a mechanical syndrome. The cause of mechanical headache syndrome is unknown however it usually, but not exclusively, involves the 1st, 2nd and 3rd segments of the neck.
Causes of Mechanical Headache/Predisposing factors: Stress, fatigue, poor posture, sustained or repetitive positioning of the head/neck.
Location of pain: Base, sides, front of head. May be one sided or central. May be constant/intermittent.
Provocation of Headache: What makes treatment of headache syndrome difficult is that active ranges of head and neck motion may be normal and repeated movements of the head and neck may not affect or produce a headache. It is often times sustained positioning that brings on or reduces a headache.
Treatment of Headache: It is important to consult a physician regarding your headache symptoms to determine if exercise is an appropriate method of treatment. Your physician can also rule out serious conditions that may present with headache such as blood vessel problems, tumors and/or fractures. With a doctor's prescription, a physical therapist can be helpful to evaluate and treat your headache. A physical therapist can help determine the best direction to move your head/neck to alleviate your headache symptom.
Examples of exercises used to treat headaches:
1) Retraction: Sit in a high backed chair with good posture. Face forward and without nodding retract chin as far back as possible. This exercise may be progressed by adding gentle pressure with your fingertips on your chin to hold the end range position. Hold time can be up to a minute or until headache symptom resolves.

Chin Tuck with Over Pressure
2) Flexion: Sitting with good posture, bend your head and neck forward as far as possible. This exercise can be progressed by adding gentle pressure with your hands behind your head to hold the end range position. Hold time can be up to 1 minute or until headache resolves. This exercise can be modified by retracting your chin to end range prior to bending your head and neck forward to bias the stretch to the upper neck region.

Neck Flex Stretch