According to the Special Air Service Survival Guide, a waxing or waning moon can offer some general directions. If the moon rises before sunset, the bright side is in the west. If it rises after midnight, the eastern side is illuminated. Once you know one direction, it's easy to put together the rest.
To understand why this is, remember that we see the sun as moving from east to west in our horizon. We also know that the moon orbits the Earth, and the portion of it that we see depends on how the sun's light shines on it. When the moon is between the sun and the Earth, the moon appears invisible. But as the moon moves in its 28-day counterclockwise orbit, the waxing moon first becomes visible in the western sky around sunset; it is illuminated by the sun, which is in its western position. Then, when the moon begins to wane and its orbit has reached the opposite side of the Earth, it becomes visible after midnight. At that point, it is illuminated by the eastern sunlight.
If the moon isn't visible, you can also use the stars for direction. The stars have been helping explorers navigate for centuries. In the Northern Hemisphere, the North Star, or Polaris, guides you true north. You can find Polaris by first locating the Big Dipper and Little Dipper constellations. Draw an imaginary line from the two "pointer stars" at the base of the bowl of the Big Dipper to the last and brightest star in the handle of the Little Dipper. Polaris is also the middle star in the 'M'-shaped neighboring constellation, Cassiopeia.
The Southern Hemisphere doesn't have a comparable star to Polaris, but the Southern Cross constellation can provide a good approximation of where south lies. Locate the constellation and the two pointer stars at the tip of it, and then extend that line about five times its original length. At that point, drop down an imaginary perpendicular line to the earth, and that marks south.
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