Why are my fingers bruising?

I'll be the first to admit that I am not the best at changing out my lancet.  To be honest, I don't think I know of anyone who actually changes it after or before every use. 

I have mainly used the lancing device that came with my Animas Ping pump/meter remote.  I do have spare meters in various places of my life stops (ie: work, car, daughter, etc.) and each one has its own lancer.  My spare meters actually came with a more up to date lancer that uses the larger gauge (and by larger guage it really means smaller metal piece jabbing into your fingertips) lancets, the OneTouch Delica.  I wasn't overly fond of them because I didn't see where they actually worked any better.  They also didn't hurt any less... and I couldn't get the lancets in different colours.  You know.. the important things in life.  Also, they weren't the matching lancer to my meter.  I don't like breaking up sets of anything. 

Recently I was gifted a large supply of lancets (THANK YOU!!) and they are all for the newer lancers.  So I switched.  Who wouldn't?  Why continue to use something that you have to pay for when you have a large free supply sitting in the box in your closet? 

One thing I've noticed is that the new lancer seems to be leaving bruises.  It completely baffled me as to why.  I mean, it is a smaller gauge than what I was using, so why is it bruising?  Is it because my fingertips are callused and therefore need a larger gauge?  If my finger isn't bleeding enough and I squeeze it to help, am I squeezing too hard?  Do I have the depth dial set too high?  Since it is a smaller poker, I don't know if it should be set at a higher or lower depth.  I'm just hoping that I figure it out soon.


(I've tried to get a picture of the bruises, but they aren't dark enough to show up on a picture, unless I squeeze my finger and make it turn white and then click really quick before the white goes away hoping that the camera is in focus.  It doesn't work, you'll just have to use your imagination.)