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This Nativity candle also known as a Pyramid Candle can be built by hand or with the help of a CNC machine known as a Mill.

Some plans can be found online, and if you're new to CNC or don't know what a Mill is I highly suggest a website called "whatisacnc.com", there is lots of information to get you started on building things like this candle.

All the parts can be cut in 2D, all the round stock can be purchased at the hardware store or hobby store, and the Mill can be build for under $300.