A number of Bible commentators believe that the Urim and the Thummim were lots. Some suppose that they consisted of three pieces, one inscribed with the word “yes,” one with “no,” and the other blank. Others think that they may have been two flat stones, white on one side and black on the other. When thrown down, two white sides up would mean “yes,” two black sides “no,” and a black and a white would mean no answer (or that the answer would come at some later date).
Urim and Thummim has traditionally been translated as lights and perfections or as meaning revelation and truth, or doctrine and truth. The singular forms—ur and tumm—have been connected by some early scholars with the Babylonian terms urtu and tamitu, meaning oracle and command, respectively. Many scholars now believe that אוּרִים (Urim) simply derives from the Hebrew term אּרּרִים (Arrim), meaning curses, and thus that Urim and Thummim essentially means cursed or faultless, in reference to the deity's judgment of an accused person— in other words, Urim and Thummim were used to answer the question of innocent or guilty.
1 Samuel 14:41 is regarded by biblical scholars as key to understanding the Urim and Thummim; the passage describes an attempt to identify a sinner via divination, by repeatedly splitting the people into two groups and identifying which group contains the sinner. In the version of this passage in the Masoretic Text, it describes Saul and Jonathan being separated from the rest of the people, and lots being cast between them; the Septuagint version, however, states that Urim would indicate Saul and Jonathan, while Thummim would indicate the people.
The fact that since the Urim and Thummim were put inside this pouch suggests that they were presumably small and fairly flat, maybe oval and were possibly smooth rocks or small tablets of wood or of bone.
Considering the scholars' conclusion that Urim essentially means guilty and Thummim essentially means innocent, this would imply that the purpose of the Urim and Thummim was an ordeal to confirm or deny suspected guilt; if the Urim was selected it meant guilt, while selection of the Thummim would mean innocence.
On a side note:
According to Islamic sources, there was a similar form of divination among the Arabs before the beginning of Islam. There, two arrow shafts (without heads or feathers), on one of which was written command and the other prohibition or similar, were kept in a container, and stored in the Kaaba at Mecca; whenever someone wished to know whether to get married, go on a journey, or to make some other similar decision, one of the Kaaba's guardians would randomly pull one of the arrow shafts out of the container, and the word written upon it was said to indicate the will of the god concerning the matter in question. Sometimes a third, blank, arrow shaft would be used, to represent the refusal of the deity to give an answer. This practice is called rhabdomancy, after the Greek roots rhabd- "rod" and - mancy ("divination").
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