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Disease—black pustule
I don't use poisons to "fix problems". This information is not reflective of my farm, it is only because people ask about this topic in email.

Perform a checklist of sorts—

• Is the plant stressed from bad plant care? [light?, heat?, root bound?]
• Is it getting way too much fertilizer?
• What is the PH of the water? Is it alkaline (bad)? Is it heavily chlorinated (bad)?
• Is the soil healthy enough that earth worms can live in it?
• Have you visited a local cactus store to learn how they care for plants?

You have to first provide healthy conditions for your plants. Try buying some inexpensive cactus from a garden center to see if you can keep those growing without being sick. Establish a baseline of cactus health; otherwise your plants will show disease because you are making them weak.
Links to possibly useful info:

http://www.arizonacactussales.com/tips/saguaro_rot.htm

http://plantpathology.tamu.edu/Texlab/Flowers/cacti.html
I do not recommend, reply on, or use this product. Phyton 27 is a recommended copper fungicide for controlling root rot in seedlings (copper kills fungus). Do your own research.

Phyton 27 = Copper pentahydrate

http://www.phyton27.com/distributors.html
I do not recommend, reply on, or use this product. Sulfur is a traditional fungicide and is used in organic agriculture. Do your own research.

Sulfur

http://www.groworganic.com/default.html
My theory about this disease
Fungal infection introduced through the roots (some type of damage), or by penetration of the skin. The skin penetration theory is supported by noticing "black freckles" form on tip cuttings—because the spines punctured each other. Now, when I harvest batches of cuttings, I keep them separated with blankets, cardboard, etc. They do not stab each other and "black freckles" do not appear.

It is very likely that insects, or even wind born debris can also penetrate the skin; this allows the fungus to enter. Then the plant has an immune response similar to dermatitis.

What I do not understand is why one plant out of 100 will have a temporary bout with this (like the example below) and the nearby plants are not affected.
Black pustule underneath the skin

Symptom: See my picture at right? Notice the black spot appears like it is weeping a brown/black liquid down the plant—spreading the infection. Look where my thumb is—you see a thin black streak of it. It is under the skin, yet flowing like a surface liquid.

Cure: Leave the plant alone if the infection is minor. The example at right never progressed.  It simply got better by itself. It turned into a tan colored scar and the plant is fine.

Summary of my experience with this:

1) Minor form: Black freckles under the skin can be benign and harden to a point where they can be pealed off like a scab / or they harden into a tan colored blemish. Keep perspective about blemishes because the plant grows into a 10 foot high shrub.

2) Severe form: I've seen the black "whatever" swelling under the skin and have seen it spread. On a vertical log I've observed it flowing under the skin (over several days) like a liquid would if it were on the surface. With large, swollen pustules, I've even cut them open and drained the liquid, then flushed out with alcohol. They always healed and the cactus never died.

However, it is not necessary to operate on them. If your plant is otherwise healthy (proper range of light, temperature, etc.)

3) Benign: Whatever it is--I've never seen it kill a plant. It is like a local bruise that heals (sometimes with a scar) and is forgotten. Healthy plants seem to display this "black scab" symptom from an injury.

I used to screw around with the black infections and drain the liquid by cutting them open. Like popping pimples. Then flush with isopropyl alcohol. Made no difference--they heal up on their own naturally. From years of seeing this I am about 90% sure it is from being scratched by the thorns of another plant. I used to get a lot of it with cuttings until I learned from another nursery to protect each cutting with newspaper to prevent the spines scratching their neighbors. Now I get almost none of that. So I'd say it is like an allergic reaction. The cacti equivalent of being scratched and getting inflamed.

If you leave it alone the black sometimes hardens under the skin and I had picked them off like scabs, revealing clean flesh underneath. Or they harden in tan color scabs. But always keep in mind that this is a tree size species! Little blemishes on small tips is nothing to worry about. Give it a huge pot of compost/sand and let it become a giant!
(below) My plants rarely get this condition. It could be from a mechanical injury or some other vector of infection. It stops and heals over.
A tan colored raised portion remains as a scar. Stop watering the plant and leave it alone; assuming it is already in a healthy place (proper air, light, temperature, etc.)
(below) Your plant is really sick. This is a plant that is not getting good soil, the right amount light, etc., etc. The tall spindly habit and the fact that it is being held up with a twist tie on a pole proves that poor plant care is responsible for this.
 
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