I did a fast in Feb. this year and I was walking around shaking worse than a wet chihuahua! I'm currently on a fast and I'm still excessively chilly in 50 degree weather (that's pretty mild in NY).
After reading about sitz bathing, I've heard that it's helped some improve circulation and keep a normal body temp. I think you have to do one everyday or other day for it to work properly. I haven't been able to keep up with it so I'm not sure for myself. They feel great though, you get your blood pumping and a good sweat just as if you had a great workout. I like to drink lemonade w/cayenne and maple syrup while in the tub :).