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you will need to buy some 000 grade steel wool and some rope and a egg whisk plus a glove to protect uour hand . you will need to have your camera set up on a tripod on a long exposure - around 15 secomds
simply stuff the steel wool inside the whisk (I use masking tape to hold it in place), set it alight with the cigarette lighter, and get your helper to whirl it around in a circular motion. The burning sparks of steel wool fly out and fall to the ground, creating bright orange trails of light. stay around for 15 minutes to make sure nothing catches fire and wear some protective clothing and a hat in case of sparks. enjoy ;)