Making a K type thermocouple
A thermocouple is made from two different conductors in contact - frequently welded, but twisting together will work too.

A type K thermocouple is made with chromel and alumel conductors.  There are many types of thermocouple, designated by different letters, and using different metals.  See the Wikipedia article on thermocouples, or do a web search for "thermocouple types" for more information.