Turn signal drains a lot of energy

Whenever car stands still at the stop light and I have a turn signal flashing, I can see the power indication needle rocking up and down in my dash with the rithm of the flashing. Seems like lights or the relay are really eating juice. If I stand for way too long, I can see that the needle takes lower and lower dips indicating that power level is decreasing.

Is it normal or something can be done?

You might want to have your charging system checked out. Presuming that the correct bulb are used and that there isn't a short somewhere, I would venture that just the load of lighting up the couple of bulbs is enough to drop the voltage a measurable amount.

As CDRU suggests, the voltage drop should be minimal, though perceptible, because the voltage regulator would make the alternator take the load automatically and maintain voltage almost steady. TUrn signal lights are typically 24 to 32 watt each so one front and 2 rear make between 72 to 96 watt, which is not negligeable. However, a blown diode in the rectifier pack will hamper considerably the regulation capability at idle but if this is the case, other voltage problems will show if you use several accessories.

I don't have any other problems. At times I use a powerful amplifier, headlights, AC and it holds well.

Though only turn signal by itself really makes a difference (without amplifier and other loads!!!).

Thus, when I listen to music at night and have AC, I never use turn signal while idling.