Humid days prevent your natural cooling system, perspiration, from working effectively. Perspiration is commonly known as sweating in humans, and is our means of thermoregulation. Here, the eccrine glands secrete water from pores in the skin. Evaporation of sweat from the skin surface has a cooling effect due to evaporative cooling. During humid days, less evaporation takes place as the atmosphere is already carrying a lot of moisture. This disrupts the cooling process.
