Rashi on Exodus 20:18/רש"י על שמות כ׳:י״ח

1נגש אל הערפל [AND MOSES] STEPPED NEAR TO THE THICK CLOUD — within the three divisions — darkness, cloud and thick cloud (Mekhilta), as it is said, (Deuteronomy 4:11) “And the mountain burned with fire unto the midst of the heaven, with darkness, clouds and dark clouds”. The ערפל is the עב הענן of which God spoke to him when He said, (19:9) “Behold I come unto thee in a thick cloud (עב הענן)” (cf. Rashi on that verse).