Very nice image. How nice to have been there at this moment. (Love the desert - no place is as mysterious and magical, IMHO) I've had varying results from PS HDR using several different published approaches. So far I'm still getting better results from bracketing or multiple exposures then blending in PS.

Specifically regarding your image, what jumps out at me is the excessive contrast in the foreground. It seems to throw the whole image out of balance. I'm no expert though - just responding to your sincere request for feedback.