reaper
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You posted just before me, and I agree there is a thermal reaction there somwhere. Considering that a fingernail can make a mark, it must be the impression causing the chemicals to react making heat, thus a mark. So IMAO they use thermal reactive paper but aren't a true thermal printer. Because they don't use any ink only scribes to cause the paper chemicals to react. Otherwise my fingernail is a thermal printer. Clear as mud right?
It states that it uses a heated stylet or thermal printer head.
I just experimented with the paper. Yes, rubbing your finger nail across it fast will produce a mark. But rubbing a paperclip did nothing to it. Once the paper clip was heated with a lighter, it wrote perfectly on the paper, until the heat dissipated.
Your finger nail does have heat in it. It is the same temp as your body, so it is acting as the heated stylet on the paper. If it was just a chemical reaction, then the cold paperclip should have made a mark too.
I think the people that make the paper know it best. They state that it takes a heated stylet to produce the markings.