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I'm new to oil pastels. I was wondering if there was such a thing as oil pastel pencils. I thought I saw them during a Google search. But now all I can find are hard pastels.

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Part of the confusion may be the nomenclature. There are oil pastel pencils, but they aren't like oil paint in a pencil body.

Colored pencil "lead" (the core), is generally pigment (colored powder) in a binder. The binder is like a paste that is blended with the pigment. The mixture is extruded into a rod that hardens enough to function as a lead (there are some additional steps in the process, but that's the gist). The lead is glued inside a wooden cover to make the pencil.

The lead has to be hard enough to be useful. It needs to be rigid and strong, but abradable by the paper surface so it leaves a mark. Any colored pencil core will be hard. The differences in the binder material affect the nature of the mark it leaves, and characteristics like how easy it is to sharpen it and use it.

Once you get beyond the very cheapest colored pencils, most use a binder that is wax-based. These are relatively easy and inexpensive to manufacture. An oil-based binder can be used, which is more difficult and expensive to manufacture. The result has a different feel, and requires more skill to use.

Comparison of wax-based vs. oil-based core

Introduction to Oil-Based Colored Pencils has a good summary of the differences between wax-based and oil-based cores, which I'll summarize:

Core hardness – Wax pencils generally having a much softer lead. This leads to them breaking more easily when sharpening and not holding a sharp tip as well as their oil-based counterparts.

Usability – The reason that oil-based colored pencils are generally reserved for more advanced users is due the skill required to use them properly. Though they have a harder lead, they are much more susceptible to color smearing when on the page. Also oil-based colored pencils require slightly different techniques in their use, with a more deliberate and accurate layer of colors required to give the desired look.

With the ease with which oil colored pencils put down material, they are also more difficult to erase.

Blooming – One major downside found in the use of wax-based pencils in their tendency to bloom. This is a process by which wax is slowly drawn to the surface of the drawing over time. This can lead to a cloudy white film developing on the surface of a piece over time. This is not an issue at all when using oil-based colored pencils.

The Look – The main reason for the existence of oil-based pencils is ultimately the look that can be achieved; the vibrancy and the way these pencils blend.

There are also some differences in the techniques used between the two different types of colored pencil, but the above covers the bulk of the differences in the experience.

Best Oil Colored Pencils - A detailed analysis of oil colored pencils also has a good bullet summary of key differences, presented as pros and cons of oil-based pencils relative to wax-based:

Pros:

  • Great control over color layering.
  • Can be sharpened to a fine point which helps in intricate areas.
  • Less prone to breaking.
  • Unique blending.
  • Can last for a long time.

Cons:

  • Expensive.
  • Not beginner-friendly.
  • Less color per pass.
  • Not as many sizes and sets available.

The citations both include links to specific brands of oil-based pencils (I can't really comment on the products mentioned).

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I've never come across anything resembling wood-encased solid oil pastel cores, but was able to find "oil-based soft core pastel pencils" by Schpirerr - these can easily be found online.
Based on the texture, gloss, and opacity of the drawings made with them (as seen among the product photos), these seem to come close to the typical pasty oil pastels but in pencil form.

Other oil-based coloured pencils will however also allow you to more easily draw on top of regular oil pastels.

Something else you can do to improve drawing accuracy is to sharpen the regular oil pastel sticks using a knife.

I also suggest perusing this topic on WetCanvas.

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