We often here the term in thermodynamics that a particular phase

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We often here the term in thermodynamics that a particular phase change is of 1st order , second order . What does the word order imply
 
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It has to do with the order of differentiability of a thermodynamic potential when varying a physical parameter so as to cause the phase transition.

It is described here:
http://en.wikipedia.org/wiki/Phase_transition"
 
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