We found information on the internet about Roman oil lamps when we were doing our research. The lamps were hollow terracotta dishes with a hole in one end for a wick and were quite cheap to make. Small ones would have just one wick but larger ones could have up to 12 wicks. They were filled with olive oil and when the wick was lit they gave enough light to see by. Many had handles so they could be carried from room to room. The lamps were sometimes decorated with gladiators, Roman gods or floral patterns.
Even now it's possible to find Roman oil lamps quite easily because huge numbers have survived from ancient times. You'll see how important the light from a lamp like this was to Isaac in episode 23!
Click the picture to see a larger version - you might want to save it or print it too!