What ever object he used for the sky is set at the height of the Chrysler Building. If it had been moved up higher the shadow would either not be seen or there would be a gap between the shadow at the top of the building. Generally (if memory serves) the sky in povray was a sphere, you would model you scene inside the sphere and map the sky texture on the inside of the sphere but it does not look like he did this, that shadow looks very flat but I can not see any telltale signs of what he did use.