This has been investigated by de Rochas and later by Joire and by Boirac, and I believe it is well established.
The gist of the phenomenon is that in certain hypnotic states the skin of the subject becomes insensitive to pain but the "sensibility" is transferred to a sensitive layer a few centimetres distant from the skin. Pinching or pricking the skin itself produces no effect but doing so in the region of the sensitive layer arouses the appropriate sensation in the subject. Furthermore, according to Joire, this sensibility can be localised and transferred to various objects—a fact which gives the investigator a most desirable power of experimental control.
Dr. Joire performed a number of experiments to determine whether the results could be attributed to auto-suggestion, to unconscious suggestion by the investigator or to unconscious connivance on the part of the subject, but concluded that they could not. Any reader who has doubts on the subject should read his book "Psychical and Supernormal Phenomena." Dr. Joire was unable to give any explanation of these phenomena, nor shall I attempt to do so at the moment beyond pointing out that on the face of it, it looks as if some definite substance of sensitive properties were exteriorised which, however, must be supposed to be to some extent under the control of the will, since it was found that the seat of sensibility could be shifted at the word of command.
Leaving this for a moment I would draw attention to the subject of the "aura." Certain persons claim to be able to see this normally as a regular thing and describe it as being a bluish-grey haze surrounding the body and at a little distance from it. Dr. Kilner in his book "The Human Atmosphere" describes how he found it possible to induce this power of vision in normal persons by causing them to gaze at the light through suitably coloured screens which seemed to affect the retina in such a way as to make it more sensitive to the particular wave length of light which emanates from, or is reflected by, the aura.
In the course of his investigations he found among other things that the aura was apparently under the control of the will since it could in certain cases be made to change colour or to extrude rays by mere volition.
Through the courtesy of Dr. Kilner I have myself been able to try the effect of the screens and I certainly saw, or thought I saw, an aura of the type which he describes.
At the same time I am not altogether prepared to swear that the appearance could not be some sort of optical illusion or "artifact" and I should accept the aura with less reserve if it could be recorded photographically.
On the other hand some of Dr. Kilner's experiments, notably as regards colour of the aura and its uses in diagnosis, are very remarkable and seem unlikely to be due to either of the above mentioned causes.
If we accept these experiments at their face value they certainly support the idea to which the phenomena of Exteriorisation of Sensibility faintly pointed, namely that there may be some exteriorisable substance under the control of the Will.