Nancy's Pen is made from Acrylic Acetate.
It is pretty messy to work with. A respirator is recommended. Acrylic is easy to turn, when sanding, slow the lathe down to about 500 rpm and use light pressure. You do not want to heat the acrylic with friction. You will notice, especially with coarser grits that little balls of acrylic will collect on the sandpaper. This is a sign that it is getting hot. Acrylic does not require a finish, you just need to sand from coarse to very fine, one step at a time. I sanded to Micro Mesh 12,000. Some people use rubbing compound or aluminum polish. Use of a buffer leaves a high gloss.