How much energy is in a human brain's electromagnetic activity?
EEGs pick up about 0.5 to 100 µV on the scalp and about and about 1-2 mV when measured on the surface of the brain, it's about 100 times lower than ECG (heart) signals. 

Brain waves have been categorized into four basic groups


beta (>13 Hz),
alpha (8-13 Hz),
theta (4-8 Hz),
delta (0.5-4 Hz).


Votage times current = power. In this case, the amount of current would be/is hypothetical as it would be based on a "salt water" bridge; neurons contain Na+, K+, Ca++, and Cl- ions which are the basis of the current.

EEG measurements must be amplified simply to be seen. An amplifier has to provide a gain of 100 - 100,000 in order to move a delicate needle (and draw the EEG). So, using the amplifier gain as a indication of the amount of current, let's suppose you need as much force to move a pen back and forth as would be required to accelerate a feather one inch in one second.

A feather weighs 0.0082 grams and an inch is 2.54cm. That's about 2 newtons or 2 watts. So, since the current from the brain is amplified 100 - 10,000 times then the wattage picted up by an EEG would be between 0.2 to 20 milliwatts. Supposing that an EEG was only 1% efficient at absorbing the power, then the wattage could be on the order of 20 milliwatts and 2 watts. Altogether brain power might possibly enough to accelerate a feather one inch per second... at around 100% harvesting efficiency.