All About String
You can use whatever string you can find laying about, including yarn, but nylon string works best. Hardware stores all carry nylon string in various colors that is used for marking masonry lines. A thicker nylon string, available only in white, is also readily available and works well. Craft stores also have braided nylon string that can be used. Some figures come out best if you use a thin slippery string, and heavy-test braided nylon fishing line works well.
To determine the correct length of string for your hand size, hold the end of the string between your thumb and against the edge of your palm, then wrap the string loosely around your palm (but not thumb) 8 times. Cut the string and tie or melt the ends together. This string will work for most figures and is called a #8 string (or "one-span string" since it is also the length from finger tip to finger tip when you stretch your arms apart before the ends are joined). You may also want to make a #4, #6, #10, and #12 string that may be needed to make some figures. You can double a #8, #10, and #12 string to create a #4, #5, and #6 string, so a #8, #10, and #12 string is really all you need to make almost any figure.
You can simply tie the string together with a square knot (don't tie a granny knot!), then trim off the ends, but eventually you'll want to make a knotless string loop. You can do this easiest by melting the ends of nylon string together—kids will need adult help. A small alcohol lamp works best because alcohol burns at a low temperature, but a candle will work. Hold the two ends between thumbs and forefingers, and touch your little fingers together to steady your hands. Hold the two ends near the flame, but not in it, until the nylon melts. Quickly touch the two ends together, hold steady, and after about one to four seconds (thicker string takes longer to cool) the nylon will begin to solidify. You can then let go of one side and roll the string between your thumb and forefinger while it is still soft to smooth the string and finish cooling it. As long as you continually roll the string until it cools, a few seconds, you will not burn your fingers. You can also moisten your fingers before rolling the string to avoid the chance of burns, which is highly advised when joining thicker string. Try this with a few short scraps first.
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