Actually you stole my one. We have a slightly different version:
Red sky at night, shepherds delight
red sky in the morning shepherds warning
No doubt reflecting the “agriculture” background of our country 
I read somewhere that this is actually true for us in NZ - since:
In the morning, the sun rises in the East, and the prevailing weather comes from the west, so if there is cloud about that the early morning sun reflects off, it is likely to move closer during the day.
In the evening the sun sets in the west. If the sun is reflecting off clouds, then they will be off towards the east, and likely to move further away overnight.