Usually, "pure" and "dry" coal contains little water internally (chemically) because it is all carbon. All carbon (theoretically at least) burns into all CO2.
In the real world, coal gets physically wet during cleaning, open pit mining, transportation in open rail cars, storage in open coal piles, and washing. Chemically, impurities are nearly always present in small but varying amounts: Poor quality coal (lignite especially) add chemicals and minerals that also get burned. Burned coal goes through today's SO2 scrubbers, which add water.
At very high ignition temperatures, water breaks down into )2 and H2, so the H2O (and water vapor kicked out from the physical water in the coal) goes up the stack and condenses when cooler. A change in local weather (temperature, humidity, wind direction and higher elevation/colder air temperatures changes that condensation point and amount of visible condensed vapor.
So, a valid answer one day from operations may be incorrect for another day and relative humidity or batch of coal or rainy days on the train. Or it may be a wrong answer in the first place.