BoatBanter.com - Troubleshooting an Anchor:

Gene Kearns wrote:
a dry anchor means fair weather.
a wet anchor means it's raining.
a dusty anchor means a dust storm.
a swaying anchor means it's windy.
a shadow under the anchor means it's sunny.
a white anchor means it's snowing.
if the anchor is jumping up and down, expect rough seas.
if the anchor is under water it's likely that you are not underway.

Similar to the weather rock that I bought my wife's dad one year!

http://www.windycreek.com/weatherrock.html

It's very accurate!