What are they made of? Most crayons are made of petroleum paraffin wax. Crayon Rocks are made from U.S.A. grown and processed soy wax. We combine this wax with other plant waxes and a variety of non-toxic powdered pigments to create beautiful colors. We use a natural ground rock to give the crayons their body. This creates a crayon that goes on smooth and blends easily and is, in many ways, much like an oil pastel.