Olive Oil (or most other cooking oils)
When lit, the candle puts off a nice citrus scent and a soft orange light.
Credit where credit is due. Idea from here
Just remember, don't leave these unattended! Fire burns stuff.
Step 1: Cut the tangerine
Step 2: Peel the tangerine
Pay extra attention when you get to peeling the part below the stem where skin connects to the fruit. There is a piece of white "stuff" extending from the skin into the center of the fruit. You want to preserve most of this piece. It will be used as the wick for the candle. If you peel it, and don't get a good wick, go ahead and eat the rest of it and try again.
Now peel the bottom half of the tangerine. The bottom half is the one without the stem. Make sure you leave the skin completely intact, so you end up with a nice half sphere.
Step 4: Cut a hole in the non-stem half of the tangerine
I chose to cut a star pattern in mine.
Step 5: Add the fuel
If your wick is short, you'll only want to fill the oil up to about 1/8" - 1/4" (about 5mm) below the wick.
If your wick is too long (like mine) you'll want to cut the wick so it is about 1/8" - 1/4" (about 5mm) above the oil.