The first description of using a simple lamp using crude oil was provided by the Persian alchemist al-Razi. The same was used in 9th century Baghdad and he referred to the same as Naffatah. He wrote this description in the Book of secrets. In 1846, Abraham Pineo Gesner invented the substitute for whale oil using distilled alternatives from coal.
It is important to understand that the use of curved lamp begun in as early as the 10 millennium BC in the middle stone age. The oldest stone oil lamp was found in Lascaux in a cave that was 10k to 15K years old.