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Crystal cryocooling has been used in X-ray protein crystallography to mitigate radiation damage during diffraction data collection. However, cryocooling typically increases crystal mosaicity and often requires a time-consuming search for cryoprotectants. A recently developed high-pressure cryocooling method reduces crystal damage relative to traditional cryocooling procedures and eases or eliminates the need to screen for cryoprotectants. It has been proposed that the formation of high-density amorphous (HDA) ice within the protein crystal is responsible for the excellent diffraction quality of the high-pressure cryocooled crystals. This paper reports X-ray data that confirm the presence of HDA ice in the high-pressure cryocooled protein crystallization solution and protein crystals analyzed at ambient pressure. Diffuse scattering with a spacing characteristic of HDA ice is seen at low temperatures. This scattering then becomes characteristic successively to low-density amorphous, cubic and hexagonal ice phases as the temperature is gradually raised from 80 to 230 K, and seems to be highly correlated with the diffraction quality of crystals.