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You have seen people using petrol in cars and you must have used Vaseline1 or some other petroleum jelly. Both of these are derived from crude oil or petroleum and they both contain different forms of alkanes.
The cooking gas that we use in the kitchen contains alkanes more specifically, propane and butane4 and marsh gas, which burns with a blue flame, is also an alkane (more specifically, methane). Watch this video to see how marsh gas looks like while burning.