What were you doing when the lights went out?

Last time there was load shedding in Calcutta, I was reading a very interesting book and I could not stop. My neighbour Parveen gave me two candles and assured me that I could manage with them. Though the candles were of the same length, Parveen told me that one candle would burn for four hours and the other for five hours. After I had been reading for some time 1 put the candles out as the lights came on again. And I noticed that what remained of one candle was exactly four times the length of what was left of the other. Can you find out just how long those two candles were burning?