Hilchos Chanukah - Laws of Chanukah
There are those opinions which state that the wicks for oil candles should be replaced each night with new wicks because each night was a new miracle. Another reason is for a remembrance of the Temple where the wicks were changed each day.
--Kol Bo Chap. 44
Oil that remains in the Menorah after Chanukah is over, and the wicks that were used, should be combined and burned together because they were designated for use in the Mitzvah. It is forbidden to benefit from them unless a condition was made initially, before Chanukah, that any remaining supplies would not be designated for use in the Mitzvah.
--Kitzur Shulchan Aruch 139:20
