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NEBULAE

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There are several types of nebulae:

Gaseous nebulae which are typically sites of star formation. The gas (usually hydrogen) is excited by the ultraviolet light from surrounding stars and the nebula usually appears red because of the Hydrogen Alpha line.
Reflection Nebulae where star light is reflected from surrounding clouds of interstellar dust grains. They have a bluish tinge.
Dark Nebulae where a dust cloud blocks out the stellar background. They look like a "hole" in space.
Planetary Nebulae which represent the final stage of evolution of stars like the sun. They are formed very late in the lifetime of the star when strong stellar winds blow away its outer layers. They are most often approximately spherical or ring shaped but can have all sorts of weird shapes as well. This is thought to be due to the influence of the stellar magnetic field.
Supernova remnants. These are left over from the supernova explosions of very massive stars.