Make a new document, 1000x1000, black background

Grab the gradient tool and make a gradient like mine shown below.

Choose from it's options the Diamond gradient and on a new layer make the gradient like in the example:

Now press CTRL+T (command+T on Mac) to enter free transform mode, right click and choose perspective. Drag the right bottom corner to the place where it is the other corner... practically switch their places. Here is what should look like.

Make a selection and delete the unwanted portion of the image, leaving only the candle flame.

Hit CTRL+U (Command+U on Macintosh) to bring up the Hue/Saturation options and colorize the image. Here are my values:

Let's add some wind effect: go to Filter>Distort>Wave. Click Randomize until you get your desired shape and click OK. Now you have a candle flame.