This is completely mesmerizing!
It's called Contact Juggling and Wikipedia gives the definition as: "Contact juggling is a form of object manipulation that focuses on the movement of objects such as balls in contact with the body. Although often used in conjunction with "toss juggling", it differs in that it involves the rolling of one or more objects without releasing them into the air."
Honestly I'm not sure I care how it's done, it's just incredibly cool to watch! You can even by these Contact Juggling balls on Amazon. I've never heard of it or seen it before today but it's definitely fascinating!