They are not tornadoes, but they spin in much the same way and it is just as fascinating to see how much they can pick up.

Dust devils form when a pocket of hot air, very near the surface, gets warm enough to rise quickly. As it rises, it reacts with the cooler air around it, forming an updraft. When conditions are right the air will begin to rotate. Dust devils can also form when hot air speeds horizontally inward and downward.

Obviously they are called "dust devils" because of the dust they kick up. But they can get big enough to pick up heavy-ish objects just like a tornado.

Here are a couple of videos of dust devils picking up more than you might think they should be able to...

Lets start with un-baled hay and move up..

Let's move on to bales of hay being torn apart in mid air..

Now let's toss those bales of hay 200 feet into the air.

Fun, huh?

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