I noticed the same type of thing happens with fire.
In: 1
Vapour in the air bends light differently than the dry air around it, and this distortion means that you can see it.
Hot air also looks different to cold air, as it is less dense. Again, this change in density means that light interacts with it differently so we can see it.
[Refraction](https://en.wikipedia.org/wiki/Refraction) is when light changes direction when going from one (transparent) material to another. You can read the wiki article to find out exactly why; it has to do with light acting as a wave, and the wave moving differently inside each of the two materials.
Gasoline fumes are transparent but they have a different *density* than air. And HOT air (such as right next to the flame of a fire) also has a different density than the colder air between you and the fire.
So all in all, different density = refraction happens. You see it as that shimmering. The [shockwave of an explosion](http://newsimg.bbc.co.uk/media/images/47480000/jpg/_47480955_explosion1_copy.jpg) is also very different density air, and also causes refraction like that.
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