My cockatiel is sick and is not active. I recently bought it from pet shop. She doesn't make any noise and keeps on sleeping with her head under wings And is slightly swinging while sitting on perch.

Since you bought the bird recently so sudden change in environment may b stressful so leave your bird alone for few days, just put some treats in cage when your bird is very calm, sleeping with her head under wings is normal behaviour, and swingging tail is bcz of enjoying that particular moment. If your bird is not feeding properly then it is matter of concern and you have to visit vet clinic.  

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