Colored candles are made of wax, a candle pigment, a wick and, occasionally, a candle fragrance. Sometimes a wax additive is also used in order to give the candle qualities like more color retention or a more translucent look.
Wax
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Paraffin wax is a popular wax type because it is naturally white, unscented and inexpensive. It holds color and scent well and is sold at grocery stores, craft stores and mass merchandise stores. Other types of wax used in candles are bayberry, soy and beeswax.
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Wicks
Candle wicks are made from cotton and sometimes have a central core made form another substance. Zinc and paper are common center substances to give the wick a more rigid shape.
Pigment
Candle pigment comes in solid block and liquid forms as well as powders. Candle color is highly concentrated. Less than half an ounce of candle pigment is needed to deeply color a pound of wax.
Fragrance
Candle fragrance comes in solid form, but it is more commonly sold as a liquid. About half an ounce of liquid scent is needed for a pound of paraffin wax.
Additives
Stearic acid is a common candle additive that makes a candle harder and makes candle colors more pastel. Another common additive is Vybar. It is used to allow the wax to hold more scent.