The two gases that are produced when a wax candle is burned are carbon dioxide and water vapor. In the chemical reaction taking place in a burning wax candle, the paraffin in the candle and the oxygen in the air are the reactants, and the carbon dioxide and water vapor are the products. Paraffin is a hydrocarbon, a substance comprised of carbon and hydrogen, that exchanges its atoms with the oxygen in the air during combustion to produce a compound made of carbon and oxygen, which is the carbon dioxide, and a compound made of hydrogen and oxygen, which is the water vapor.
A burning candle illustrates one of the primary characteristics of a chemical reaction: a certain volume of products goes into the reaction, such as that represented by the paraffin and oxygen, and an equal volume of products comes out of the reaction, in this case, the water vapor and carbon dioxide. Matter is not destroyed, it is only converted to other forms, and in the example of a burning candle, the converted forms are the two gases produced.
Although it might appear that the wick of the burning candle is making a significant contribution to the chemical reaction taking place, the hot, melted paraffin remains the primary reactant coming from the candle. The wick serves as a transport device which brings the melted paraffin to the source of the reaction by capillary action.