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Using a number of metallic salts and other chemical substances, one can create fire of various colors.
By giving the electrons in the elements heat energy using fire, the electrons go to a higher energy level. In order to return to their original orbital state, they release this excess energy as photons. The wavelength of these photons determine the colors you see in the flames in the video.
This video is not intended as educational, but not for reproduction. Many safety measures are taken that are not detailed here, nor were the many small scale tests run to ensure safety. Please do not try this at home.
Music used is "Movement Proposition" created by Kevin MacLeod of incompetech.com. CC 3.0