Cox’s work as a whole may be said to show three broadly marked and distinctive manners. His early style was hard and dry, based on the work of the topographers in its neutral colour and tight handling; and then from Barber and from Varley, he learned the value of clean washes and of thoughtful design; and his painting began to show more freedom and facility, though it was still heavy and low in tone. In his second or middle period, roughly from 1820 to 1840, he showed a broader outlook and greater command of his materials. After his initial yielding to Varley he never looked to right or left for aid in his art and painted with unaffected singleness of purpose. His colour was more powerful; he was more buoyant in his manner and in his use of broken colour for the rendering of transient effects. Solly describes the drawings of this middle period as pure in colour, with a considerable amount of finish:
Those especially painted for albums are highly finished, and, although they have perhaps less breadth than those very early works which, in their neutral low tones and flat washes, resemble the works of John Varley and the early efforts of Prout, they gain on the other hand in brilliancy and atmosphere. . . . Cox objected, even when finishing highly, to the use of body colour, and on the rare occasions where he transgressed this rule, it was merely for small and sparkling touches of light. He worked with a large swansquill brush, full of colour, putting on his tints very wet, so that they dried full and powerful, but without blackness. To give richness he hatched over again with repeated touches, but he avoided washing over the tints when once applied, as he considered that the plan of washing made the effect weak and poor. The range of his colour-box was of the simplest description, and the rarer pigments sometimes used by artists were unnecessary to him. When half-finished or even when more advanced, his sketch or drawing would sometimes look flat and tame as he reserved the full power of his pallet for the finishing, when his consummate knowledge enabled him with a few powerful touches on the figures, and a rather dry brush dragged over the foreground, to give point and force to the whole, and clear up the half-shadows, putting everything into its right place. 
During this middle period he produced hundreds of works which won for him his greatest popularity, which possessed the elements of realistic finish which appealed to patron and dealer in Cox’s own time.
In these days we are inclined to find Cox’s chief contribution to water-colour art in his third period, when he was producing with mercurial ease, often on his rough-toned paper, large generalised aspects of nature, with vigorous and intrepid execution, an easy sweep and variety of touch. In such works he saw only breadth and simplicity, and was never distracted by multiplicity of detail. His figures are less defined and have greater movement and action. He was working, as he put it, ‘in my own clumsy way’, producing drawings which his contemporary critics described as ‘coarse’ or ‘blotty’: to quote one of them, his ‘ blurred and imperfectly realised execution was a severe lesson to the lovers of the neat and conventional’. Thackeray was more understanding when he wondered ‘ where the secret is, and how, with strokes so rough, and on such small pieces of paper, air and distance, storm and sunshine should be described so lucidly’. It is upon the large impressionism of these later drawings, with their imagination and racy vigour, that the real reputation of Cox will rest.
But what we have to remember is that those three periods are not strictly defined; they dovetail into each other. Cox did not abandon one manner when he took up another somewhat different. Mood, paper, daylight, lamplight, hurry, leisure, a hundred reasons, made him shift his ground and vary his procedure. In the case of many of his drawings it would be rash to assign them, without evidence, to a definite period of his life. Some of his sketches made in France, for instance, would be unhesitatingly accepted as work of a more mature period, if we did not know their date. Such drawings are timeless; they were made at fever heat, with an intensity of awareness, from the scene before his eyes. By these, too, he will be remembered. [203-04; emphasis added]
Hardie, Martin. Water-colour Painting in Britain: The Romantic Period. Ed. Dudley Snelgrove, Jonathan Mayne, and Basil Taylor. London: B. T. Batsford, 1967. II, 190-209.
Solly, N. Neal. Memoir of the Life of David Cox. London 1873; facsimile edition, London 1973..
Last modified 7 May 2017