The Pierre Shale is a geologic formation or series in the Upper Cretaceous which occurs east of the Rocky Mountains in the Great Plains, from Pembina Valley in Canada[2] to New Mexico.They described it as a dark-gray shale, fossiliferous, with veins and seams of gypsum, and concretions of iron oxide.However, the discovery of fossils of Baculites baculus in the uppermost beds of the Pierre Shale in the Raton, New Mexico area show that deposition continued here into the early Maastrichtian.[7] H. chowi Manitoba & South Dakota Pembina, Millwood, & Sharon Springs Members.[7] Manitoba, South Dakota, & Kansas Gammon, Pembina, & Sharon Springs Members.