Yes, this is normal behavior unless the swan has difficulty entering and exiting the pond with that leg. Swans will keep one leg extended when floating on the water for two reasons. The first is that it is a resting and stretching position. The second reason is that some research states that due to the high density of blood vessels in the feet, this leg-up position on the water allows heat to be dissipated from the swan's body. Dogs pant for heat removal and swans extend their legs to expose their feet for heat removal. The Regal Swan
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