You are camping and it is time to build a campfire. You gather logs and stack them loosely, and then you add small twigs and leaves to make the fire easy to light. As you sit by the fire, the logs burn bright in the darkness, and you feel the heat coming toward you.
Its because hot transfers to cool and your body will always be colder than the fire so the hot air particles from the fire even out with the cool particles of your body
