Crude oil is made up of lots of components, - fractions.
The lighter fractions tend to be very volatile, and have relatively low melting and boiling points. Think of petrol; if you spill it, it evaporates more quickly than you can mop it up. Heavier fractions (diesel, kerosene) aren't as volatile, so their melting and boiling points are higher. The heavy fractions (gas oil, paraffin) are less volatile still.
The difference in boiling points is the principle by which fractional distillation works; the process by which crude oil is broken down into its constituents.
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