That depends on what planet you're on.
On every planet with an atmosphere, the closer you are to the surface the higher the pressure, thicker the atmosphere, the greater the weight.
This is why chimneys work. The air pressure at the top is less than the air pressure on the bottom where the fire is, so there is an updraft. This only works if the chimney is air tight in it's entire length.
Yeah, otherwise your house burns down and there are no more fires in the place.
Yes; but the composition of the atmosphere (as well as its height) differs from planet to planet; as does the force of gravity. ;-)
There must also be a temperature difference between the gas inside the chimney and the atmosphere outside. Simply erecting a chimney, with no heat source, will not produce a draft.
It's the difference between density of the gas inside the chimney and the density of air outside that causes the draft to flow. Or, you might say, it's the difference between the weight of the column of gas inside the chimney, and the weight of a similar column of ambient atmosphere outside the chimney, that causes a buoyancy effect; this force of buoyancy pushes the column upward, just as the weight of water displaced by a boat's hull produces an upward force that keeps the boat afloat.
Of course, the source of heat must be ongoing in order to generate a constant draft. If the heat source is removed, the density of gas inside the chimney will increase as it cools, and the draft will stop. Under certain conditions, it can actually reverse.