The burn-off is part of the effort to prevent the spread of oil from an underwater well that was broken open when the drill rig Deepwater Horizon blew up and sank last week.

CNN: Oil spill from rig explosion at 5,000 barrels a day

Shell says it's working at far less depth and lower pressures than the BP well that erupted off Louisiana, destroying the Deepwater Horizon drill rig and killing 11 men aboard.

CNN: Ice floe halts Shell's new Arctic well

The Deepwater Horizon rig was leased to oil giant BP to drill an exploratory well.

FORBES: Transocean Said To Pay $1.4B To DOJ For Role in Deepwater Horizon Explosion

At this moment, Davy Jones has been cased to the bottom of the well, sealed with cement and temporarily abandoned so the rig could be moved 2.5 miles to the southwest to drill the second Davy Jones delineation well.

FORBES: No Davy Jones Monkey Business For McMoRan