Photothermal heterodyne detection is used to record the first room-temperature absorption spectra of single CdSe/ZnS semiconductor nanocrystals. These spectra are recorded in the high cw excitation regime, and the observed bands are assigned to transitions involving biexciton and trion states. Comparison with the single nanocrystals photoluminescence spectra leads to the measurement of spectral Stokes shifts free from ensemble averaging.