I don't live in a terribly cold place, it was down to -18°F last winter but seldom do we have any colder than that. We do have 16 hours of darkness on December 21st, however.
Years ago, I used to leave a light on 24 hours a day so the birds could see to eat. I don't think that is best and have gone to only about 9 or 10 hours of nighttime darkness during the coldest months. Chickens have a high metabolism and as others are pointing out - they can keep themselves quite warm if they can eat well and often. I also make sure they have liquid water morning, noon, and night.
Their coop is essentially 2 rooms. One is open on 2 sides, covered only with wire. I call it their sunporch
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The other room is fully insulated - roof, floor and walls. It holds the roost and nestbox. The popdoor to the sunporch is tiny and closed at night and on the coldest days. Other than the light, which is only 11 watts, the only heat that doesn't come from the hens themselves is when I show up with the hairdryer to melt the ice on the door
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The feed bill goes up because they eat a lot but some of the heavier breeds I have kept don't seem much effected by the winter cold.
Steve
edited to say: my 4 hens have only about one-half the space as CityChook's in the insulated part of their coop: 3.5' by 7'. I don't know how much they heat the room but they seem quite warm inside their down jackets
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