cold sensation in leg

On the back of my left thigh I've been having this really cold sensation. It's been going on like this for the past two days. I can't pinpoint the exact spot but it's in the same place everytime. When it first started it would happen when I would sit down. Now it happens constantly, no matter what I'm doing. It almost feels like I'm being touched with a piece of ice. I'm wondering what could possibly be the cause of this and if it's something I should worry about.