Charcoal sticks and pencils are made of compressed charcoal. There is also a softer variety called vine charcoal, useful for sketching.
Compressed charcoal, like graphite, comes in varying degrees of hardness. The 2HB through 6B are generally the most desirable.
Charcoal sticks are good for laying down wide strokes, while pencils are better for delicate work. Charcoal pencils are encased in either wood or paper and are less messy than sticks.
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Vine charcoal, compressed charcoal, white charcoal on black paper, charcoal pencil