Sorry to throw this out there but is there a draft in that area that could be causing a draft to circle the room?
I like to rule out the obvious, before ventoring into the supernatural.
Think of all the ways that it could have been done and start ruling them out first, like could the swirl have been cause by the swirling action I was creating from lighting the candles in the same direction, could it have drafted it around?
Air does not just stop, it continues in motion, like a submarine in the water, you may put on the breaks (so to speak ) but you are not stopping, you keep drifting.
Air is always flowing (moving) it may be that the room is ideal for a spiral pattern movement if the conditions are right.
Just a thought to throw out there.....