Hot air from the flames rises because cold air is coming in from the side causing the hot air to float up. The cold air is spinning slowly so when it moves inwards it spins faster and faster due to the conservation of angular momentum. This high wind picks up fuel, and the centrifugal force makes it hard for oxygen to get to the flame, so it burns slow and sooty, in a beautiful spinning flame.
This is a beautiful effect, useful to relate to angular momentum, and or how a hurricane or low pressure area produces high winds.
I have built a couple of these with a concentration on making them transportable the MK2 version is held together with magnets making it very quick to setup.