This cave is near the summit of the southern rim of Rocky Gap gorge, 350 feet above Rocky Gap Run. The entrance, which is four feet in diameter and seven feet deep, is hidden in a clump of Rhododendron very close to the cliff's edge. It is developed as a fissure cave along vertical joints in the Tuscarora Sandstone (dip 15º SE, strike S. 70º W.), with the bedding planes forming a perfectly flat ceiling throughout. The cave extends 120 feet to the southeast and is typically a fissure five feet wide and five feet to ten feet high. In some areas of the ceiling occur large numbers of filled burrows referable to Arthrophycus.
     There are basically two different types of caves – solutional caves (limestone, dolomite, marble, gypsum) and non-solutional caves. Examples of non-solutional caves are: lava tubes; wave-formed sea caves; ice and glacier caves; and tectonically-formed caves in rocks such as sandstone, granite, and quartzite. The latter type occur in Maryland in several formations and are often referred to as fissure caves. They are typically high, narrow passages of even configuration and usually represent joints and fractures in the bedrock, although occasionally sedimentary rocks will have parted along bedding planes sufficiently to form a cave. In Maryland the Wolf Rock Fissures and Rocky Gap Cave are good examples of non-solutional caves produced by mechanical processes. This type of cave is neither extensive nor numerous, and consequently is of less interest to the speleologist concerned with cave origin than are solution-type caves.

(from ES3 -Caves of Maryland)