On the way to work I saw guys cutting ice from a pond using an antique tractor. I kind of wanted to stop but I knew if I did my chain would slip and I also risked my goggles fogging up so I passed by, albeit very slowly.
I kept my bike on one gear for awhile but I realized at the end of my commute that it was shifting fine. I guess the non-shifting threshold is somewhere between -6 and -11.
I think my headlight battery has been corrupted by its subzero adventures, it quit on me a quarter-mile from home. Time for a new battery, new light or both.
To work (10 miles)
9:25 am to 10:40 pm
Weather
-6F, 5 mph Northwest wind
I wore
Head: head band, ski goggles, balaclava
Torso: two thermal undershirts, rain jacket
Hands: winter gloves
Legs: two pairs of yoga pants, thermal pants, rain pants
Feet: socks, boots
Comments: A bit sweaty but alright.
From work (10 miles)
8:20 pm to 9:35 pm
Weather
8F, 8 mph Southeast wind, light snow
I wore
Head: ski goggles, balaclava
Torso: two thermal undershirts, rain jacket
Hands: winter gloves
Legs: two pairs of yoga pants, rain pants
Feet: socks, boots
Comments: Good.
Bike Like Crazy 
Your light may be a lemon – I’ve commuted in very cold temperatures and have always got at least one trip in before needing a recharge, even in VERY cold conditions.
Does your bike have indexed shifters? Those are always fussier in the cold.
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It probably shouldn’t be but it is really comforting to know that maybe my light is just a dud, I really don’t want to have to fight with battery life for the rest of the year!
I do have indexed shifters.
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