Why Do We Feel the Sky Is Low on a Cloudy Day?

Some clouds in the sky are higher and thiner and some are lower and thicker. The higher up clouds are generally thin. They are either a few strands or several clusters gathered together. The sun can still shine through these thin clouds. Sometimes the clouds are thick and low and they cover the whole sky so that the sun cannot shine through. Then the sky looks grey. Actually, it is not that the sky is low, but the clouds are.