Sun pillars are vertical shafts of light that can appear in clear, calm weather conditions when the sun is low on the horizon. They are not rays of sunlight – in fact, they are caused by the sunlight being reflected and refracted by the surfaces of millions of ice crystals in the atmosphere.
A pillar may extend vertically above and below the sun’s disc; lower pillars are easier to see if the sun itself is masked by cloud. On occasion, a sun pillar may still be visible after the sun has set. There are some superb examples on the Atmospheric Optics website, which also explains the physics behind this beautiful phenomenon.
Apparently, sun pillars often take on the colours of the sun and surrounding clouds, which are usually higher-level clouds such as cirrus or cirrostratus.
Pillars can form around the moon and even Venus if the conditions are right; we noticed a moon pillar only recently, around the full moon on 5th May.