I measure air pressure

• hygrometer
• anemometer
• barometer
• weather vane

I measure wind speed

• weather vane
• anemometer
• hygrometer
• barometer

I usually cover the sky (overcast). I blanket the sky. 

• cumulus
• stratus
• cirrus
• vertical developement

I measure the direction of the wind.

• barometer
• hygrometer
• anemometer
• weather vane

When rain comes from me, it lasts a long time. I produce a steady rain. You can sleep well when I give precipitation.

• cumulonimbus
• nimbostratus
• cirrus
• stratus

I am made of ice crystals and I don't produce any precipitation.

• cumulus
• stratus
• cirrus
• nimbus

I am made of water droplets and dust or ice crystals and dust.

• water cycle
• condensation
• clouds
• high pressure

I measure the amount of water vapor or moisture that is in the air.

• anemometer
• hygrometer
• barometer
• rain gauge

All weather occurs here.

• troposphere
• atmosphere
• clouds
• wind

I measure the amount of precipitation.

• weather vane
• barometer
• hygrometer
• rain gauge