Tornado Myths: A funnel cloud needs to touch the ground to be a tornado, OR the visible funnel is the tornado.
TRUTH: A tornado is defined by wind, not by a cloud. Wind - even damaging wind - is not always visible! A damaging circulation of air at ground level underneath of a storm cloud  is all that is needed to meet the definition of "tornado". The funnel cloud is an incidental/secondary feature of a tornado that usually is there, but sometimes is not!
Many tornadoes have funnels that do not reach all the way to the ground:
Tornado with a funnel only partway to the ground near Ingersoll, Oklahoma
In the above image, the debris cloud indicates that the damaging circulation is at ground level, even though the funnel does not extend all the way down.
Some tornadoes do not have funnels at all:
Tornado without a funnel near Fort Dodge, Iowa
Tornado without a funnel in the St. Louis metro
Again, the rotating debris cloud indicates that the tornado is in progress.
The funnel often does not indicate the true size of the tornado. Damaging tornadic winds usually extend some distance outside of the visible funnel:
Tornado near Dodge City, Kansas
The tornado pictured above had damaging winds in an area more than three times wider than the funnel! The tornado has removed the roof off of the house on the left - pieces of the roof are flying through the air well outside of the visible funnel.
Tornado at El Reno, Oklahoma
The very strong tornado pictured above was a record 2.6 miles wide, with peak winds measured at EF-5 intensity. Its visible funnel was very large, but the damaging tornadic winds extended out far from the funnel. Damage surveys and radar showed that the location where this photo was taken was inside the tornado, despite being well outside of the visible funnel.
So what creates the funnel of a tornado? Funnel clouds are a factor of BOTH the pressure drop inside of a tornado and the relative humidity of the air flowing into it. For any given tornado - if the air is drier, the funnel may be narrower, not reach all the way to the ground, or not be present at all. If the air is more humid, the funnel may be larger, wider and reach the ground earlier/quicker.
This means there can be weak tornadoes with very wide funnels:
Wide but weak tornado near Cooperton, Oklahoma
... and strong tornadoes with narrow funnels:
Narrow but strong tornado at Mulvane, Kansas
The bottom line is the shape and size of a funnel cloud is not always an indicator of the strength and true size of a tornado, and a tornado does not depend on a funnel cloud.
Storm observers regularly observe that most of the time, funnels that extend at least a third of the way below cloud base typically have some sort of visible circulation at the surface, and therefore are tornadoes. If no dense source of debris is available for the tornado to pick up, the debris cloud may only be visible if the observer is very close.
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