Dog Ectoplasm Picture

We recently received this ectoplasm picture and story. If it is not fog, mist or breath, then we call it ghostly:

"I live in Thurgoland, a village in the north of Sheffield. Being so close to the Pennine trail which is an old railway I go walking regularly with my dogs. This picture was taken one afternoon in February. The weather was OK, a bit overcast but not really dark. I used a digital camera and no I don't smoke! There was no-one else around, so I believe there is some kind of spirit obscuring the photo of my dog. See what you think . . ."