There are rumours and e-mails going around about exploding gel candles. It is not the gel that is unsafe, it is the way the candles are made. Here is the truth according to several sources.
Gel wax is made of 95% mineral oil and 5% polymer resin, neither of which is an explosive. It would take an extreme condition to make the candle explode. Gel wax heats up when burning and thus heats the container it is in. If this hot candle is moved to a very cold surface, then yes, it might explode, as would any container candle that has been burning a long time.
We use Calumet/Penreco Gel in all our candles.
The gel wax container can crack or break from the heat. Gel candles must be in a container made for candles because the entire gel candle gets warm while burning and the container heats up. If the container is not made of heatproof glass, it will crack, break, or in extreme conditions, shatter.
We use tested- heatproof glassware for our candles.