When it is heated, it grows like yeast up to a certain point (like , say 5 pixels per degree C or something, I don't know) When is is cooled, it shrinks, up to a certain point (see above, but in reverse)
It is conductive
Why? You ask. Well:
1. Thermometers
2. Things that are hot heat up mercury, it lets an electric charge past, opening an E-wall that releases cold fire until the thing has cooled down enough, then it shuts off as the mercury is too low to let the charge past.
3. I'm sure the community will be able to use it to make more things ;)
Mercury should be red :D. Also, I agree that it should be a broken metal when too cool. However, it should grow when heated to simulate natural expansion.