Bauxite is the term that is used for rocks that are composed of hydrated aluminum oxides Limonite is a natural iron oxide.
Photo below is a more typical form of limonite.
It's not surprising that magnetite is most noted for its strong magnetic properties. The paper clips are being held to the rock surface by magnetic forces. The copper penny is lying on top and not held by magnetic force. If you look carefully you can see black filings sticking up around the edges. Magnetite is frequently found as black, shiny, perfect octahedrons or dodecahedrons with striated faces.