One word - NOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOO!!!!!!!!
If you are in a sealed room, even a house with all the outside openings taped and sealed shut, you are limiting the amount of air coming in - that's what you want to be protected. Combustion of ANY type consumes oxygen. So do you. The very real possibility is that you would convert your "safe" room into a gas chamber if you have any type of open flame, even a candle.