Extended list of materials and tips:
- Modelling clay (Blu Tack works too)
- A bottle of hot water, dyed for better visibility – ours was around 70°C, be careful
- A jug of ice-cold water
- A pen with a transparent casing and without a tiny hole in the side
Delving a little deeper into the physics:
Temperature describes how much atoms or molecules wiggle around inside a material. If the material is cold, the atoms wiggle less than if the material is hot, so they take up less space and the material shrinks in volume, and vice versa. This is one of the contributing factors of sea level rise as a consequence of global warming.  If one already knows how much a material expands or contracts in response to a temperature change, then that expansion or contraction can be used to measure the temperature change: that is the principle of operation of mercury or alcohol thermometers. Contraction also occurs in the LHC, which is cooled down to 1.9 K (-271.3°C) so that its electromagnets are in a superconducting state. They typically shrink by 0.01 mm per degree Celsius every meter. As the LHC is 27 km in circumference, it experiences shrinking by 81 m when cooled down – a really consequential length contraction!  As a side note, water in the 0–4°C temperature range actually displays the unusual property of negative thermal expansion, meaning that it expands when cooled down in this temperature range.  This is the reason why water ice floats on liquid water. Outside of that temperature range, the thermal behaviour of water is similar to the one of our electromagnets.
Links for further information :
-  Exploratorium Science Snacks, Swelling seas. The inspiration for this DIY activity.
-  Expansion joints, Wikipedia
-  Xabier Cid Vidal & Ramon Cid, Low temperatures, lhc-closer.es. Low temperatures section of an outreach website about the LHC.
-  George Zaidan and Charles Morton, Why does ice float in water?, TED-Ed on YouTube (2013)