Nathaniel Rateliff - Live At Red Rocks [COMPACT DISCS] : 2017 live release. Nathaniel Rateliff and the Night Sweats have played Red Rocks once or twice a year since 2015. But what if you want to listen to Denver's favorite rock-and-soul band play the venue every other day of the year? Well, you're in luck! Live at Red Rocks is their first-ever live album. The 18-song live album was recorded at the band's Aug. 21, 2016, show, a year after the band's debut album was released. The band was joined for six tracks by New Orleans' Preservation Hall Jazz Band, which is no stranger to guest spots at Red Rocks.