Have you ever wondered what sparklers are made of? Imagine that a sparkler is a small factory for bright stars. In this factory, there are lots of little pieces of metal (e.g. aluminum and iron) that look like dust. When you light the sparkler, it gets so hot that these pieces of metal start to burn and produce sparks. Aluminum powder creates white sparks and a lot of heat. This heat also makes the iron powder give off sparks, which glow gold.
As you are working with sparklers, do the experiment together with an adult.
We already know that oxygen is important for burning. Another necessary ingredient is heat. The adhesive tape acts as an insulating layer (keeps the cold out, like a thermos flask) and the cool water does not reach the surface of the sparkler directly.