At night, cold air settles into a valley. In a canyon, it settles to the bottom and then moves down, following the drainage. The movement of air is called wind. If you were in the bottom of a canyon you would be in the coldest air as well as in a wind caused by the movement of that cold air. You would feel a wind chill .
Canyons are subject to an effect called the diurnal wind .
That means that the wind moves down the canyon at night and up the canyon during the day. Count on it. It varies, but we commonly measure an 8F to 10F degree difference between the bottom of a canyon and a point 50 to 75 feet up the side of a canyon. Diurnal winds commonly move at about 4 mph giving about 5F to 7F of wind chill. As he searches for an adequate shelter site he notices that the sun is hitting some rocks nearby.