We followed the trail very easily for the first three days, and then we were caught in Freeze-Out canyon by a fearful snow storm, which compelled us to go into camp for a day.

The ground now being covered with snow, we found that it would be almost impossible to follow Penrose's trail any further, especially as he had left no sign to indicate the direction he was going.

General Carr sent for me and said that as it was very important that we should not lose the trail, he wished that I would take some scouts with me, and while the command remained in camp, push on as far as possible and see if I could not discover some traces of Penrose or where he had camped at any time.
[Illustration: CAMPING IN THE SNOW.] Accompanied by four men I started out in the blinding snow storm, taking a southerly direction.

We rode twenty-four miles, and upon reaching a tributary of the Cimarron, we scouted up and down the stream for a few miles and finally found one of Penrose's old camps.

It was now late in the afternoon, and as the command would come up the next day, it was not necessary for all of us to return with the information to General Carr.
So riding down into a sheltered place in a bend of the creek, we built a fire and broiled some venison from a deer which we had shot during the day, and after eating a substantial meal, I left the four men there, while I returned to bring up the troops.
It was eleven o'clock at night when I got back to the camp.