When you heat a gas it expands. When it expands there’s more space between the atoms and molecules so more can fit inside. For instance, water.
When the temperature drops, that extra water can stay there (up to certain amount) so now the gas wants to be smaller and there’s “more” water per cubic space. It’s called relative humidity: average humidity in relation to air.
Extra:
The more water you have in the air, if it’s hot, your skin doesn’t get dry. You feel hotter (water can’t leave your body taking away heat).
The more water you have in the air, if it’s cold, the faster that water steals your heat, so you feel colder (water takes a lot of energy to change temperature, more than air).
Then there’s wind chill, the faster air moves, the cooler it feels. So you get the “feels like” temp which is completely subjective and personal.
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