The chemistry changes depending on how much oxygen is available:

• Complete combustion occurs with plenty of oxygen. Methane + O2 produces only CO2 and water. Clean and efficient.
• Incomplete combustion occurs with limited oxygen. The same fuel produces carbon monoxide (CO) — a colorless, odorless poison — plus soot (unburned carbon).
• Flame color is a giveaway: a blue flame is a clean, complete burn, while a yellow flame is glowing soot from incomplete combustion.
• Your car engine runs incomplete combustion, which is why exhaust contains CO and particulates.