CO is in the midst of a GLORIOUS fall. And I don't use the term glorious lightly. And looking around you prolly wouldn't think “desert” automatically. But that's sure what it feels like to my skin.
After being gone for six years, I think my skin and I had forgotten just what this climate can be like. And we're both in a bit of shock. I'm currently using about 6 different products on various parts of my person trying to stave off dry, itchy, flaky skin. I've got stuff for my eyes, my hands, my lips, my face, my feet, and the rest of me. And of course, I'm drinking tons of water. But I still feel like I'm not getting enough hydration. Maybe I should switch to Gatorade? Thoughts?
But I must say, the super-dry climate is a small small price to pay for weather like this. In WI it would already be freeeezing cold in the mornings and not much nicer during the day. I don't miss that. 
Yeah the weather has gotten much colder in NYC as of lately also. You will get used to it. It's good you are mosturizing and drinking lots of water. I would also recommend mosturizing before you go to sleep and after you shower. Your skin is prone to losing the most then. I heard that somewhere. Good luck.