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When an ionic bond is formed between Na and Cl, the lone electron in Sodium's outer shell leaves, and completes Chlorines outer shell.

Are there any physical characteristics that I can use as an observer to see this movement?

When the reaction begins (as seen in this video https://www.youtube.com/watch?v=oZdQJi-UwYs) a lot of light and heat is created. Is this the electron moving from one atom to the other? If not, what is causing it?

Secondary to this. Why does the reaction need help (by either adding water in the video above, or pre-heating the Sodium before dropping it in the Chlorine gas) before it gets started?

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The light and heat are created by the exothermic nature of the reaction. If you look up "Born Haber cycle sodium chloride" you will see information on why the reaction is exothermic.

The reaction "needs help" because of the fact that the sodium will likely be coated with a layer of sodium oxide or hydroxide that will not allow chlorine to collide with the sodium metal. Even then, with pure sodium metal the reaction will be faster if heated as any reaction needs activation energy to proceed. Adding water causes an exothermic reaction that can provide activation energy for the reaction with chlorine.

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