A snow cave is a great type of snow shelter if the conditions are right for one. You need to find a deep snow drift, be aware that the reason there's a snow drift where there is one is because a large amount of snow gets deposited there, usually by a big boulder. You need to put your entrance in a place where it won't get covered in snow during the night in case of snow and wind.

If you're digging your cave by a large rock start digging the entrance facing as far away from the direction of the snow accumulation as possible.  The entrance hole to your snow cave should be as low down as possible.

Dig in, and then up. There should be a floor area in your snow cave that is lower than the sleeping areas but higher up than the entrance hole. The sleeping areas should be higher up to take advantage of the warmer air closer to the ceiling. Trim the inside walls and ceiling smooth to prevent water dripping. And most importantly, poke a ventilation hole in the ceiling with a ski pole or a stick and leave it in there so you can wiggle it once in a while to keep it clear. Without a ventilation hole you could die in your sleep so make sure you have one.
Cover the door with a snow block or a backpack at night.

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