Dry, itchy skin but no irritation?

So I guess there is something about THIS winter but my legs have been extremely dry, especially if I havent shaved them. I exfoliate and moisturize, but no matter what I use my legs are dry a couple hours later. I have used nivea lotion which is really thick but my legs were eventually dry again. I tried oil along with nivea. Still didnt work. I have tried shea butter alone and with oil but i keep getting the same result. The stuff i put on my legs make them soft but they do not actually moisturize them. Before this winter I could put just lotion, or just oil on my legs and they would be fine but nothing works anymore. Any Suggestions?