I agree with jrassett. When smiths talk about water quench it is actually water,salt,and blue dawn dish soap not just plain water. It must be heated any where from 120 to 170 degree's depending on the smith,steel,quenchant ect. Oil is a much more forgiving quench anything from peanut oil to motor oil can be used a lot of pros use parks 50 oil. If you use oil it needs to be heated as well.
A good analogy is to look at what happens to ice cubes when you pour water on them. Even cold water causes them to fracture.