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Two days after seeing Barrymore in the room, Watson examined it to find it has "the nearest outlook on the moor" (225). Hence, he believes Mr. Barrymore was looking for something on the moor. Initially, he believed the man was meeting a lover, but then disregarded that notion as unfounded.
Sir Henry was not surprised to hear Watson's report on that night's events, and they decided to follow the man out onto the moor one night.