Kennedy has the verse, (I think that's where I got it)

I have candles lily white hanging high
I have candles lily white and I robbed them all by night
And they'll fill my cell with light till I go - or some such - I don't have the book here.

He also says, I think, that this dates from 1701 when the English chimney sweep Jack Hall was hanged at Tyburn. The comic minstrel CW Ross made a new tune in the 1850s and renamed it Sam Hall.

I prefer the more sober, angry versions, as the tune I know doesn't really seem right for humorous histrionics!

Tom