NOTE: RealityDesu aka Game4Fans Has Moved to ChenCubed

Summary:
It's a cold day and Haruhi decides to tell Kyon to go pick up a heater from one of their sponsors for their movie. Also taking the chance of Kyon's absentness to do whatever she wants with Mikuru without any disagreement with anyone. She takes massive pictures of Mikuru in different outfits and lots of videos of Mikuru doing all sorts of things. When Kyon returns he falls asleep due to the empty room (except Nagato). Only waking up when Haruhi puts her coat over Kyon. He finds out everybody left, and he and Haruhi share an umbrella as they walk out of school due to the rain.
Various Things to Notice/Explanations:
1. During this episode Nagato finishes her books relatively fast. And keeps on switching books during Mikuru's changing. This perhaps can show she has feelings to of her surrounding and is maybe annoyed.
2. When Kyon gives Haruhi's coat back. He finds another one below it. There are only 2 possibilities of whose coat that is, it could have been Mikuru or Nagato's coat. It's naturally thought that it couldn't have been Nagato's coat since she has no (big) feelings for others. But it's un-nature to see Mikuru walk home without a coat while it's raining. There are more chance it's Nagatos even though she wears it 24/7 because aliens don't really care about rain. But also could be Mikurus since she gave Kyon a scarf to wear before he went to pick up the heater. This is widely debated.