Then we were caught in Freeze-Out Canon by a fearful snowstorm.

This compelled us to go into camp for a day.
It now became impossible longer to follow Penrose's trail.

The ground was covered with snow, and he had left no sign to show in which direction he was going.
General Carr sent for me, and told me it was highly important that we should not lose the trail.

He instructed me to take some scouts, and, while the command remained in camp, to push on as far as possible to seek for some sign that would indicate the direction Penrose had taken.
Accompanied by four men, I started out in a blinding snowstorm.

We rode twenty-four miles in a southerly direction till we reached a tributary of the Cimarron.