Hi
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Since you have a headache almost daily, what you have is in all probability not a simple migraine but a chronic daily headache (CDH). This can be the primary type—without any cause. One simple reason for daily headaches with nausea is compression of cervical spinal nerves. Another reason is TMJ, especially if the headache starts with chewing. The third reason could be severe acidity with or without GERD. The CDH could also be secondary to trauma, raised intracranial hypertension, high blood pressure, temporal arteritis etc. If the headache lasts for less than 4 hours then it could be a chronic cluster headache or a chronic paroxysmal hemicranias. If it lasts for more than 4 hours it could be chronic tension headache, chronic migraine or altered migraine or hemicranias continua. Indomethacin is the drug of choice in hemicranias continua. In fact the diagnosis is considered confirmed if a patient responds to Indomethacin. If you are a female and in menopausal age group then consult a gynecologist and rule out hormone imbalance and low estrogen as the cause of your headaches.
Since a confirmed diagnosis cannot be given on net please discuss these possibilities with your doctor once. You may need some tests for confirmed diagnosis which may include blood tests, MRI etc. Take care!
There is a similar discussion on MedHelp which may interest you:
http://www.medhelp.org/posts/Neurology/DAILY-HEADACHES-MIGRAINES/show/294752