I have a sensor in my coop and the coldest its gotten (a few days ago) was 7 degrees.
We don't have any extra heat for them, the only heat in the coop is the base for their water so it doesn't freeze.
They're all just fine, they cuddle together on the roost - once sleeps by herself on a shelf - but they're fine - they get a cup of scratch in the morning and a cup at night.
And I made them some oatmeal yesterday and today when we had the ice storm come through...
My coop is pretty big for 12 chickens, its 8X20 - and its not TOTALLY sealed from the air - they had a open window to the horse barn, we covered it with a piece of wood tacked up - there is still gaps and openings in that, but no direct wind or air flow.