After each squeeze, participants rated how much it hurt and how unpleasant the sensation was. Each squeeze was a trial and participants received a series of these trials. A subset of participants also had their brains scanned while performing the squeeze trials.

Now, the researchers interpret their findings in terms of motion. That is, they conclude that active movement (where one uses one's own muscles to move one's own hand) inhibits mechanical pain occurring at the same time as the movement and leads to inhibitory action in brain-associated areas in the cortex. This may be true but it also seems possible that the observed inhibition was the result of enhanced feelings of control. When you do something to yourself, you are in control. You can stop at any time. The perception of high levels of control have been shown to be associated with lower pain.
The upshot is that I'm not sure whether the motion or the control explanation is correct. Perhaps it's both. Perhaps its neither. It would be interesting to replicate this study but to include conditions where the self-induced pain is accomplished with and without movement. Then we will have a better idea whether it's control, movement, or both.
Wang, Y., Wang, J.-Y., & Luo, F. (2011). Why Self-Induced Pain Feels Less Painful than Externally Generated Pain: Distinct Brain Activation Patterns in Self- and Externally Generated Pain. (A. Serino, Ed.)PLoS ONE, 6(8), e23536. doi:10.1371/journal.pone.0023536.t001
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