Fascinated by water

As I mentioned in the award post, I'm very interested in water faucets that are opened. I immediately run to the faucet to look or sometimes even to catch the water.

 

There is just one thing I don't get. Where the heck does the water disappear?? When the water is running I can see it, but when the faucet is closed, the water disappears!! I'm so confused. Does anyone of you know what happens to it?

Where did the water go?