It must be a temperature inversion. At 8600 ft and just west of Denver it is currently +6F. Fireplace insert blazing and toasty warm inside!
Sounds nice and cozy :)
Hot air rises, and cold air sinks. Denver, as you know, is in the bottom of a bowl. When it gets really cold in Denver, the air sinks down into the bowl, and really doesn't have a lot of energy to get out. Expect the cold temperatures to last longer than people want it to.