Case Hardening steel vs. Through Hardening steel
These are designed to cool the steel as fast as possible. Quenching in plain water or oil does not work well because an insulating layer of vapor is instantly formed which traps heat long enough to slow down the cooling process to the point that it's no longer a fast quench.
Prior to quenching the workpiece steel must be heated as hot as possible -- nearly until the melting point of steel. It should be heated well and through past just red hot. It should be yellow or white hot.
In the old dangerous days mercury or liquid sodium hydroxide (lye) would be used. Sodium hydroxide would be heated until it melted and turned liquid (318 °C or 604 °F). Although this it hot the temperature is still far cooler than a piece of red hot steel. It looks like room temperature as far as hot steel is concerned. Note that liquid sodium hydroxide is extremely dangerous if spilled on your skin. It's hard to choose between which quench bath sounds more dangerous: mercury or liquid sodium hydroxide.
A safer alternative is to mix dish detergent in water. Use about 8 ounces of detergent per gallon. This may seem counter-intuitive as it makes the water more bubbly and sudsy, but apparently the suds help break up and carry away the vapor layer that forms when white hot steel is plunged into the quench. This allows the steel to cool faster.