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Heidegger discusses Nietzsche in seminars given in 1935 and published after the war under the title Introduction to Metaphysics. He quotes him (pp.39-40) as ridiculing the notion - Heidegger's own central preoccupation - of Being. 'Being remains undiscoverable, almost like Nothing, or in the end entirely so. The word "Being" is then finally just an empty word. It means nothing actual, tangible, real. Its meaning is an unreal vapour. So in the end Nietzsche is entirely right when he calls the "highest concepts" such as Being "the final wisp of evaporating reality."' 

Heidegger is quoting from the Twilight of the Idols. The full passage reads:

'The other characteristic of philosophers is no less dangerous; it consists in confusing the last and the first. They place that which comes at the end - unfortunately! for it ought not to come at all! namely the "highest concepts", which means the most general, the emptiest concepts, the last smoke of evaporating reality - in the beginning, as the beginning ... the higher may not grow out of the lower, may not have grown at all ... Origin out of something else is considered an objection, a questioning of value ... all the highest concepts, that which has being, the unconditional, the good, the true, the perfect - all these cannot have become, and must therefore be causes ... thus they arrive at their stupendous concept, "God". That which is last, thinnest and emptiest is put first, as the cause as ens realissimus. Why did humanity have to take seriously the brain afflictions of these sick web-spinners? We have paid dearly for it!.'

Nietzsche's argument is based on, or at least consonant with, the theory of evolution. The 'higher' develops out of the 'lower'. Consciousness develops out of unconscious matter. Human consciousness - mastery of the word, the λογος, Aristotle's ζωον λογον εχον -develops out of animal consciousness. On this understanding we, as we are, are the highest. But Nietzsche finds humanity as it is rather contemptible and mediocre - the 'last men' of Thus Spake Zarathustra. He wants to maintain a sense of adventure, of a future we can strive towards, so he envisages the Superman.

The great tragedy of Nietzsche is that he himself would have liked poetry and art to be the highest human activities. But in excluding the 'highest concepts' he has at the same time excluded σοφια and νους and is left with τεχνη, επιστημη and φρονησις, human capacities that are well within the reach of the last men. The Superman could well turn out to be a cyborg, as envisaged in James Lovelock's recently published book Novacene - vastly more accomplished in the field of rational calculation than we can ever hope to be but probably not much good at poetry (though experiments are being conducted in that direction ...). Something of the sort was envisaged by Heidegger's contemporary Ernst Junger, in his book, The Worker. Looking at an AbeBooks notice for The Worker I see Heidegger quoted as saying Junger was 'the only genuine follower of Nietzsche.'

Illustrating what he might mean by the 'will to power' Heidegger ridicules those of us who think we can escape it by adopting some other philosophy of life taken from our vast knowledge of history:

'We could open a gallery of "intellectual history" featuring the concept of living and everyone could then pick out, as if in a warehouse, what appeals to him and his "life experiences". A person could, by virtue of this magnificent presentation of intellectual history, decide - unreflectively and with a wink - upon the "concept of living" as defined by Christianity. However, on the same day this person (who is for example a renowned researcher from Berlin) must fly on an airplane to Oslo for a lecture. Such a person finds the "experience" wonderful, all the while utterly failing to notice and consider that this experience is the purest affirmation of the will to power, upon whose essence the possibility of an airplane and a trip in it depends. This person, owing to the perspective of their Christian experiences, would surely find Nietzsche's doctrine of the will to power horrid, even while flying merrily in the plane over the Norwegian fjords. Having arrived, this person perhaps presents a lecture against "nihilism", one rich in intellectual history, while also flying around in an airplane, using a car and a razorblade, and finding the will to power too dreadful to bear. How is such splendid hypocrisy possible? Because this person does not think of Being for even a moment, either with his Christian standpoint or during his trip on the airplane, and is driven by this forgetfulness of Being into the purest oblivion.' (Heraclitus, p.79)