Extraction. Mercury is extracted from cinnabar by a simple process of heating and collecting the vapors. In conventional factories, the rock is ground up into a fine powder, which is then heated.The sulfur in cinnabar reacts with the oxygen in the air forming sulfur dioxide.ercury is extracted from cinnabar by a simple process of heating and collecting the vapors. In conventional factories, the rock is ground up into a fine powder, which is then heated.