Ever heard of a hot-air balloon?
OK, how about a weather balloon?
Now make a bag out of tissue paper. Hang an aluminum candle holder so the candle is suspended from near the top, but the flame is located a few inches from the bottom of the tissue paper balloon. Light the candle, seal the top of the ballon. Works best if there are holes near the bottom for air. Light wicker in thin strips helps hold a shape. Do not let it fly near flight paths or airports.