Paraffin wax is used in more than 95% of candle making done today, mainly because it is very inexpensive. Paraffin is the leftover by-product from the petroleum refining process, studies have shown that this petroleum by-product can release the same harmful carcinogens into the atmosphere as your car produces when gasoline is burned. When a paraffin candle in burned, it produces toxic petrol-carbon soot, which can blacken walls, furniture and ceilings. This soot goes into the air you breathe and can be hazardous to your health.