Update: I moved everything and Rocky still isn't satisfied. He wants OUT! I can't win. He can clearly see. I even pulled the shade all the way up and he isnt happy. I made sure the temperature reached the right ten....I had to stop because as I was typing he got out and is in the window. I heard him scratching but I didnt think he would do it. He is determined. I purchased the lock but I didn't put it on. Now, I obviously need to when I am sitting right here. I can't believe I just moved everything for no reason!
Oh, did I mention that he then jumped down and ran to a different window like, "It doesn't have to be THAT window!"