The force of gravity isn’t enough to overcome the surface tension of the water. Shaking your head increases the force on the water, which might overcome the surface tension. Adding rubbing alcohol disrupts hydrogen bonding in the water, weakening the surface tension.
To add to the explanation with the closed straw, water exhibits a property called capillary action. In tubes significantly smaller than a standard drinking straw, the surface tension is so high relative to the volume of water in the tube that the water will climb the tube against the force of gravity.
Latest Answers