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We present HeatWave, a system that uses digital thermal imaging cameras to detect, track, and support user interaction on arbitrary surfaces. Thermal sensing has had limited examination in the HCI research community and is generally under-explored outside of law enforcement and energy auditing applications. We examine the role of thermal imaging as a new sensing solution for enhancing user surface interaction. In particular, we demonstrate how thermal imaging in combination with existing computer vision techniques can make segmentation and detection of routine interaction techniques possible in real-time, and can be used to complement or simplify algorithms for traditional RGB and depth cameras. Example interactions include (1) distinguishing hovering above a surface from touch events, (2) shape-based gestures similar to ink strokes, (3) pressure based gestures, and (4) multi-finger gestures. We close by discussing the practicality of thermal sensing for naturalistic user interaction and opportunities for future work.