I did prenatal yoga ll through my first pregnancy and I swear by it! I am getting back into it again and am walking now, but I really think continuing with some sort of activity makes a huge difference. Unless your doctor says otherwise, activity including yoga is fine while pregnant. Just listen to your body.
Why not look into prenatal yoga?
I do basic yoga asana (asana means that it is less cardio more posture and stretching) since the beginning of my pregnancy. I will be 35 weeks on Tuesday and it relieve my minor pains (hips, pelvic, lower back, buttocks and thighs). It also help to have a good posture and strengthen your core muscles for birth and baby position. It is great to take that time for you to relax. Sincerely, yoga is a revelation for me. If anything is unconfortable or hurt stop and adapt the posture or don't do it anymore. I really like Adrienne yoga video on youtube.