Thermal Balls are orbs of highly concentrated thermal energy, which manifest as intense purple flames. The only known being to possess this power was the Half-Demon Sirk, who gained it through his ability to gain new power with each kill. He manifested this power after he killed Paige Matthews and tried to kill Harriet Casey with it.
This power is presumably related to Thermokinesis, the ability to manipulate temperature. It is also similar to thermal blasts, a power which is exclusive to Mercury Demons.