It depends on the material. High carbon steel is usually quenched in oil or air. Water quenching may cause it to shatter. Medium carbon steel can be quenched i

It depends on the material. High carbon steel is usually quenched in oil or air. Water quenching may cause it to shatter. Medium carbon steel can be quenched in oil , water, or impure water(typically brine). What you quench with will determine the hardness(and brittleness) of the steel, oil being the softest and brine being the hardest.