* New substances are formed: When a candle burns, the wax (a hydrocarbon) reacts with oxygen from the air. This chemical reaction produces carbon dioxide, water vapor, and soot (carbon). These are entirely different substances than the original wax and oxygen.
* Irreversible process: You can't easily get the original wax and oxygen back from the products of combustion.
* Energy is released: Burning a candle is an exothermic reaction, meaning it releases heat and light.
In short, the burning of a candle involves the breaking and forming of chemical bonds, leading to the formation of new substances. This is the definition of a chemical change.