Many of us use 9 volt batteries in pin pointers. On Saturday I put a spare in my pocket after removing the packaging. On Sunday I used my detecting jacket for a country walk with the missus to keep the cold out. When we arrived at the country park I noticed that the battery was incredibly hot, so much so that I couldn't hold it for more than a few seconds.
The battery has warped slightly near the points and I have disposed of it. I researched this and apparently if a piece of metal crosses both points on a 9 volt then it shorts and heats up, and they have been known to explode. It was a result of me dropping my house keys in the same pocket and clearly a key connected the battery points.
This is why some 9 volts come with a piece of tape over the points. Please keep your 9 volts in the packaging, or cover the battery top in a way that metal cannot connect the points. If anyone has more advice please add to my comments.