There is a section of Arches National Park known as the Fiery Furnace, not because of its heat but due to the intense red color of the sandstone near sunset. As the signs indicate, you can go wander around the complex arrangement of stone fins and canyons but only with permission of the park rangers. You have to go along with them or prove you know what you are doing so they don't have to drag your sorry (and possibly deceased) butt out of there.
The bottom picture gives some idea of what you are getting into but the link above makes the point much more clearly. I wouldn't go in there if the Seven Cities of Gold were inside offering to give me their debit cards and Trump promised to resign.