Put approximately two heaping tablespoons potassium permanganate in a fire proof container or outdoor surface.
Add several drops of glycerine to a depression in the top of the chemical.
Potassium permangante is a strong oxidizing agent and glycerine is easily oxidized. The "exothermic" reaction begins as the glycerine begins to boil and give off smoke. Eventually a flame will appear and spread over the potassium permanganate and all the glycerine will be consumed.