Warm colors are made with red, orange, yellow, or some combination of these. Warm colors tend to make you think of sunlight and warmth.
In The Fighting Temeraire by William Turner, the warm colors of the sunset give a feeling of brightness and heat. Look at the red spreading from the setting sun and the deep golden glow on the water. If you're feeling cold, looking at colors like these can actually make you feel warmer!
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