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The cause of redness with or without numbness in your pinky finger could be from Raynaud's phenomenon, nerve disease, vasculitis or rheumatoid arthritis. Since you are complaining it to be related to cold exposures, it is more likely to be Raynaud's phenomenon. This process is due to cold injury to the blood vessels which are contracted because of the chilling effect of cold. This is also to conserve the heat inside leading to cyanotic spells in the peripheral vasculature. It is quite common in some persons after exposure to cold there is progressive redness and then bluish to purple discoloration of the skin accompanied with warmth and pins and needle sensation at the affected area. I advise you to protect yourself from cold. Use of vasodilator drugs is part of a conservative regime that is advised in mild cases after consultation with a doctor. If the problem persists, I would suggest you consult a rheumatologist.