* No Oxygen: The Moon has a near-vacuum atmosphere, meaning there's virtually no oxygen. Fire needs oxygen to burn.

* Low Pressure: The low atmospheric pressure on the Moon would also prevent a flame from sustaining itself.

* Extreme Temperatures: The Moon's surface temperature fluctuates drastically between scorching hot during direct sunlight and freezing cold in the shade. This would make it very difficult to ignite and sustain a flame.

Even if you brought a pressurized oxygen source, it would be a very dangerous and unsustainable solution due to the lack of a proper environment to contain the fire.