Roman Festival of Nemoralia also known as the festival of torches is 3 day ancient festival for the Ides of August in honour of the goddess Diana. It started at the Sanctuary of Diana at Lake Nemi and spread throughout the empire.  Diana is the Roman goddess of the women, children, chastity, fertility, hunting, animals and the moon. She equates to the Greek Goddess Artemis. 

The Legend

According to legend whilst incarcerated, Diana was visited by the gods in animal form and they bestow upon her the powers of strength, speed, agility, durability, and flight. 

This is very much a female celebration. Women would bathe, wash their hair and then circumambulate around Lake Nemi in the moonlight carrying torches. They would make offerings of food and sometimes statues of animals. They would also write prayers or specific requests on ribbons and tie them to the trees. It must have been a wonderful sight. Then it would be time for singing and dancing.  

Diana is the daughter of Jupiter just as in Greek mythology Artemis is the daughter of Zeus.