Three short lines set up a sharp contrast. Outside, or at least beyond the speaker's reach, the wind blows all night, pushing against the steel of the prison. The speaker, meanwhile, does nothing at all: "I am still."
That last line can be read in a few ways. On the surface, it's simple physical stillness, a person lying or sitting motionless while the weather rages. But "still" also means "even now," so the speaker may be saying they remain here, unmoved and unfreed, after a whole night of noise. And it can suggest a deeper calm, or maybe a numbness, as if the speaker has gone quiet inside to survive confinement.
The mood is bleak but controlled. The hard word "steel" and the restless wind make the setting feel cold and relentless, while the speaker's quiet stands in sharp relief. The poem never says whether this stillness is peace or resignation, and that uncertainty is what lingers.