Source: Convection, Oni Lukos, Wikimedia Commons

Convection is the transfer of heat by the flow of fluids (liquids and gases.) A fluid is heated at one location and flows to another area to transfer the heat. Ovens work by convection of heated air. Convection requires the presence of a medium (gas or liquid) to transfer heat.

Sometimes it is difficult to see the convection currents that exist around a heat source.

Watch the following video to see the currents from a lit candle. Even though they can't be seen with the naked eye, they do cast a shadow.

Convection currents are the main cause of our wind and weather patterns. The heat from the sun is absorbed by the ground, and this heats the air. The heating is usually uneven causing hot-spots and cool-spots. This will tend to make areas of high and low pressure that create wind and (along with humidity in the air) weather systems.