Rubbing my arms when I sleep?

This will probably sound weird to a lot of you but I find myself rubbing my arms in the middle of the night. I wake up but I am half asleep half awake and I slightly rub my arms with my finger tips and it feels so good. Like 10 times more good then if you do it when your awake.The next morning I remember doing it but its very foggy. Do we go through some kind of exctasy phase when we are sleep?