Acting like she wants to lay, but not laying?

I have a hen that is about 8 mo old. Well actually I have 4 of them that age, Barred Rocks. They were doing really good giving me an egg a day till the days got too short and them temps hit the negatives. Then they stopped, of course, I wouldnt lay in that cold either! But, one of them goes and sits in the nest boxes and sings and farts around like she wants to lay or is trying to lay but nothing happens. Is that normal, I mean, do they retain the desire to lay even in the cold, or is there a problem I should be checking out like a stuck egg? She is very perky and healthy looking so I dont really suspect anything... just wanted to know if its normal behavior for them to be trying to lay even tho they have stopped due to the winter weather.