Why do candles stop burning when you cover them

Because fire heats the air, making it much thicker and uses up oxygen. if it runs out of oxygen, it cant keep itself lit.

 The substance that reacts with the candle wax is oxygen. It comes from the air. Putting the jar over the candle keeps oxygen from outside the jar from getting in.  The reaction can only use the oxygen that is already in the jar. So, when that oxygen is used up, the reaction can’t keep going. Running out of oxygen makes the flame go out. 

~potters6/te801/biology/biounits/respiration.htm