I find reviewing Derren Brown almost impossible. Aside from the general state of mystification and befuddlement an evening with Brown leaves you in – hardly conducive to insightful analysis – Brown requests that journalists not give away any show details in reviews, and particularly not of the catchy finale.

So what can I say? Well, I can reveal that Enigma, co-written and directed by Brown's long-time collaborator Andy Nyman, is the entertainer's fourth live offering – after Derren Brown Live, Something Wicked This Way Comes and last year’s An Evening of Wonders - and anyone familiar with those shows or, of course, Brown’s various television series, will know what to expect ... Quite a bit of the unexpected and a whole lot more of the unexplainable.

As Brown takes us through his carefully orchestrated set pieces, he regularly interjects to remind us that these are all tricks, that he is not supernatural, that mysticism, magic and mind-reading is nothing but a bunch of hokum. But with every explanation he offers about binary signals, body language, auto-suggestion, magnetic bras and the reflectiveness of tin foil, you scratch a deeper groove into your skull, marvelling at the scale of his next feat. But how does he do that? How could he possibly have known that? And how on earth did he get the answer engraved on a coin beforehand?

In the first act, there’s lots of fun with lists of favourite things (anyone heard of a pop group named McFly?), an excavation of childhood memories, mourned grandparents and a quick-flicking “guess whom” game – in his affable manner, Brown boasts that he was a childhood champion and takes no small pleasure in announcing that his closest rival, a boy named Richard, now works at Curry’s “and I have a Bafta”, not to mention an Olivier (for Something Wicked This Way Comes).

Astonishment builds in the second act as Brown puts the entire audience into a state of somnambulism and then coaxes some of those in the deepest trances to perform incredible physical and apparently psychic tasks, as well as wrestle with the forces inside a curtained-off Victorian spirit cabinet.

At every turn, Brown is aided and abetted by members of the audience selected by Frisbee toss, who contribute enormously to the evening’s entertainment. On press night, a vivacious woman named Rebecca, who had a predilection for pig troughs as a girl, bounded about with such glee, she very nearly stole the show, and two of my own friends took part in an onstage line-up along with a reluctant Time Out critic. Make no mistake: these are not stooges and they have no more clue as to what they’re doing or why than those watching their every move.

As for the enigmatic show title, that’s something Brown says he pondered long and hard about. His reasons are threefold: he loves the idea of mysteries, he’s fascinated by the wartime Enigma code cracking and ... all I can tell you is the last one is a corker. Just remember, nothing is random.