Steel wool burning. Steel wool is made of very thin bundled steel filaments (25 micron thickness here). The filaments have a very large surface area to volume ratio. When terminals of a 9V battery are brushed against steel wool, the filaments conduct current and complete the circuit. Due to Ohmic heating, their temperature is increased enough for them to start burning. Steel wool burns in air (20% oxygen by volume) only gently. In this oxidation reaction a mixture of different iron oxides is produced (FeO, Fe2O3, Fe3O4), depending on how much oxygen gets to a particular bit of iron.