The correct answer is option 4, Geyserites. Geyserites are sedimentary rocks that form around geysers and hot springs. They are primarily composed of silica, which is deposited from the hot water as it cools and evaporates. Geyserites are formed chemically through a process called precipitation, rather than mechanically through the deposition and compaction of sediments.

Option 1, Sandstone, is a sedimentary rock that is formed mechanically. It is made up of sand-sized particles that have been transported and deposited by wind or water.

Option 2, Conglomerate, is another mechanically formed sedimentary rock. It is composed of rounded pebbles and larger fragments that have been cemented together.

Option 3, Loess, is a type of sedimentary rock that is formed from wind-blown silt. It is also a mechanically formed rock.

Therefore, out of the given options, only Geyserites have not been formed mechanically.