Calgary has somewhat unique weather. It is one of the few regions in the world known for foehn or chinook winds. These are warm, dry winds that are formed when moist air passing over a mountain range loses its moisture and descends down the lee side of the range.
A chinook arch is a cloud formation, where to the west there are almost no visible clouds, to the east of the arch, the clouds are so dense and so strangely textured. They almost look like liquid cotton.
Another interesting thing about the arches are their sheer size. They stretch from north to south pretty much as far as you can see. If you have ever been to Southern Alberta (think pool table flat), that is a long ways indeed.
Anyway, this is taken at sunset, and does show a very small portion of a very interesting phenomenon.