This passage occurs in the first paragraph of section III in the story. After the sergeant steps aside, Farquhar falls directly through the bridge with the noose around his neck. This phrase is a figurative way of describing the sensations of being hanged. Previously to this sentence, Farquhar has lost the power of thought and can only feel. What he feels as he swings on the end of the rope is a sensation of a "luminous cloud" around his whole body. When one is deprived of oxygen, even when holding one's breath for an extended period, the head and body start to feel odd, and a perception of changes in lighting can occur. This can even happen when one is simply dizzy from spinning. Farquhar is being deprived of oxygen and is dizzy from falling and swinging. As the man swings at the end of the rope, his body marks out the edges of a circle, but as the rope steadies, his body becomes the center of the larger circle that had been formed. These are the "unthinkable arcs of oscillation" that are referred to later in the quoted sentence. Farquhar feels as if he is inside a defined airy region of light and dizzying sensation as he swings to and fro. He is a fiery heart, metaphorically, because the pain he is experiencing is like the pain of being burned; indeed, "feeling was torment." At the same time, however, he feels as if he is "without material substance." This is because he is not standing on anything, so he feels weightless. In addition, the lack of oxygen is making him feel dizzy, lightheaded, and faint. The next sensation Farquhar "feels" after this sentence is the feeling of the rope breaking and falling into the water. Yet that and his subsequent "escape" all occur in his imagination just before he dies. The quoted sentence is actually the last sentence describing reality in section III until the final sentence of the story, when Bierce writes that "Petyton Farquhar . . . swung gently from side to side beneath the timbers of the Owl Creek bridge."
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