Conclusion:
The egg without the shell seem to be doing nothing at first, but it really was moving very slowly. It did this for about five minutes. Then, all of a sudden, we heard a pop, and most of the egg fell to the bottom of the glass bottle. Some of the white part remained inside the neck of the bottle. After that, we did the same process, but we used the shelled egg. Nothing happened! We concluded that the shell protected the egg from the heat.