Nice shot. The tones in the sky are not reflected in the water because the exposure for the water has a blown out sky. Any tones that did exist that day were lost due to the exposure time.
You can blend layers to recover the sky, or you can achieve the result in-camera, with one exposure, by adding a Neutral Gradient to the front of your lens. These filters rotate, allowing you to fix the gradient over the sky in your viewfinder, knocking the light down by a stop or more (depending on the filter you purchase), which will result in a colorful sky, and icy-smooth water in the same shot.
You can also by an ND filter, without a gradient. These filters have an even coating entirely across, and will evenly cut the light down across the entire scene. Great for timed/bulb exposures during the day.