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For the same reason anything else burns with a sooty flame--not enough oxygen. What happens is, the outside of the flame gets all the air it wants, and the little oxygen that makes it through isn't enough to properly combust the fuel. If you mix air with the fuel before you burn it, as is done in a carburetor or a welding torch, you don't get a sooty flame.
hydrocarbons, in general.
candles burn with a yellow flame because its an incomplete combustion
The blue flame is really hotter than the yellow flame. If you put your hand over a blue flame and skim through it, it would burn you but if you put it over a yellow flame it wouldn't burn you that much.
You get and orange - yellow colour.
NaCl burns yellow in a flame test.
Bright yellow :: This is the sodium ions. Any sodium compound will give a flame test colour of yellow/
Orangish yellow
Increase the air flow by opening the circular valve on the stem of the burner. This will cause the flame to burn more intensely and with a blue flame. When the valve is closed, the flame will burn yellow and cooler - more like a wax candle's flame.
Candle burns with a yellow flame because its an incomplete combustion. The temperature of the flame also relates to its colour and also the trace metal ions present will influence the flame colour.
due to incomplete combustion
Cyclohexane is an alkane and it burns in air with an orange flame and black sooty smoke. The orange flame indicates incomplete combustion. This means there is a lack of oxygen in the air for all the carbon in the alkane to be converted into carbon dioxide (which is complete combustion) so some carbon and carbon monoxide is formed which is the black sooty smoke (incomplete combustion).