You will need:
1 stick that will fit nicely into your hand
1 old sheet or other fabric
Cut the fabric into 4 cm/1.5 in strips (wider if the fabric is thin). Put the stick vertically and the middle part of the fabric strip behind the stick. Tie one hard knot where you want the base of the torch head to be, then another hard knot on the opposite side of the stick.
Continue tying knots opposite each other up the stick to the top. Make them hard so no burning bits drip on you. Add more layers if necessary. (I added a layer of t-shirt to keep it in place for those in the picture above.) Soak them in lamp oil just before you light them.
Soak the torch in lamp oil just before you light it.
To make more torches, just repeat.