Name the different states of matter in which burning candle wax can exist.

Waxes are primarily hydrocarbons - organic substances
containing carbon and hydrogen.

When a candle wick is lit,
the solid wax slowly melts and is drawn up the wick by capillary action into the flame
where it  vaporizes and reacts with oxygen in the air. In the combustion process the wax
turns into primarily carbon dioxide and water, along with carbon monoxide, nitrogen
oxides, and soot.

So all three phases of candle wax are
present during burning. The solid which melts, then vaporizes as it
burns.