Icicles form when the air is around freezing level. The areas not in direct sunlight will be cool and below freezing, while the sun melts ice and snow on more exposed surfaces. The melting water dripping down along edges refreezes in the cool air, forming a column of ice - the icicle. If icicles are attached to a structure other than a large volume of ice, they usually don't grow very large before breaking by their own weight.
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