Here's an experiment you can try at home. It neat, it's educational, and best of all, it doesn't involve anything that could explode or become poisonous or make a terrible smell.
Take three pennies. Place two of them in the freezer. When they are nice and cold, line them up on a table with the one that wasn't chilled in the middle. So, you have one warm penny surrounded by two cold pennies.
Now, using one hand, put your first finger and your third finger on the cold pennies. No surprise, they will feel cold. However, you may be surprised to find that when you touch the remaining penny, the one that wasn't chilled, with your middle finger, it too will feel cold.
Even better, try lifting up your first and third fingers while leaving down the middle one. Now the unchilled penny feels warm again! Replace your first and third fingers on the cold pennies and the middle penny will feel cold once more. Some people may not feel this effect very strongly, while for others it will be really surprising.
What's going on here?
Along with sensing such things as texture and pressure, your hands tell you the temperature of objects you touch. It's extremely uncommon, though, for a single object to have radically different temperatures. Your senses have evolved in a world where one object generally has only one temperature.
When you touch the cold pennies and the warm penny, your fingers give back unusual data to the brain. The brain makes sense of it by averaging the sensations together. In effect, it says "this object feels mostly cold, so I'll assume it's all cold."