Fats and oils have several properties in common. In your food, they both supply 9 calories per gram and both have a slippery texture and smooth mouth feel. But fats are considered saturated and stay solid at room temperature while oils are unsaturated, and usually liquid, unless they have been chemically manipulated to stay solid on the shelf.
Saturated
If you were to describe a towel as saturated, you would mean it was as wet as it could get, and any more water poured on it would just roll right off. When you describe a fat as saturated, that also means it is as full as it can get, but in this case, the fat molecule is saturated with hydrogen atoms. Fat molecules have a head and a tail. The tail is composed of a string of carbons bound to hydrogen atoms. In saturated fats, every possible space in the carbon chain is occupied by a hydrogen atom. It's as full as it can get -- not another hydrogen atom could fit.
Structure
At the molecular level, saturated fats are fairly straight and lie flat like a pencil. When you put millions of these molecules together, their tidy structure allows them to fit close together with very little space in between -- somewhat like a neatly packed suitcase. Since the molecules stack up so neatly, saturated fats are solid at room temperature. Most naturally saturated fats come from animal sources. Fats don't dissolve in water; they are also lighter than water, so when you cook a fatty cut of meat and then put it in the refrigerator, the saturated fats will rise to the top and form a solid layer above the meat juices.
Unsaturated
Vegetable oils are usually unsaturated, which means they do not contain as many hydrogen atoms as possible because some of their carbons formed double-bonds with one another, taking up one or more of the available spaces for hydrogen. Monounsaturated oils have one carbon-carbon double-bond, while polyunsaturated oils have at least two. These double bonds make the oil molecule crinkly, so it won't lie flat and pack neatly with the other molecules, which allows oil to stay liquid at room temperature.
Hydrogenation
Products like margarine and vegetable shortening start off with unsaturated oils. In a chem lab setting, vegetable oils are heated and exposed to pressurized hydrogen to break the carbon-carbon double-bond and force another hydrogen atom into the chain, flattening the molecule and making it a solid with a higher smoking point and longer shelf-life. Hydrogenation allows manufacturers to get the fat to the exact consistency they want, but it also takes away all the health benefits of the formerly unsaturated fat and produces trans fat, an unhealthy lipid that may raise cholesterol even more than saturated fat.
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