Well, now. I was taught it as a Thanksgiving Day song. Unfortunately, I can recite only the first verse, exactly as you have it, but somewhere in the second verse was:

Thanksgiving Day! Thanksgiving Day!

and I've always considered it an interesting comment on 19th Century weather --in the days when the big ice boats could race the N Y Central's express up the Hudson to Albany.

Does anyone else have Thanksgiving Day words to it?