Your answer would be Sand.
If you go to the beach, and try making balls in your hand it's nearly impossible. If you pick up sand it will just fall through the crevice's in your hand, or a simple movement of your hand can make the sand fall. Sand simply can't be formed into a ball.
If you where to try making a ball of sand the outcome wouldn't be great. Even if you made the sand damp you still can't really make a ball of sand.