When the identity and nature of the product are different from that of the reactants then this change is known as chemical change and whenever a chemical change takes place, we can say that a chemical reaction has occurred. In the first three options, only the physical state of the water, nitrogen and petrol changes thus they are physical changes. But when magnesium wire is heated in the presence of air, formation of a new substance (MgO) takes place. The chemical reaction involved is as follows: