Basically, lie on your back in bed, get relaxed, as you usually would. Try to clear your mind and go into a deeply relaxed state. After that, start trying to "feel" yourself rocking left and right. After a while it'll feel as if you truly are moving, and at this point you can try any normal method of trying to exit the body.
I realize this is more of an OBE-inducing technique, but because I feel Lucid Dreams and Out-of-Body experiences are the same thing, and are usually achieved through the same means, I felt like I should post it.