What is the wattage here?
The power delivered by the battery is the battery voltage times the current delivered by the battery.

Other powers you calculated are the power dissipated in the resistor, and the power dissipated in the LEDs.

In all cases, the current you use should be the actual measured current in the circuit.  The 20 mA Absolute Maximum current rating for the LEDs is irrelevant (as long as the current in the circuit is below that value). You should actually measure the current, rather than depending on your calculations, as the actual forward voltage of the LEDs will vary somewhat with current. 

By the way - we would normally say "make a series circuit", not just "make a series"