IMHO, there is a sequence of Jake Gyllenhaal under a grim, overcast screen, that was created in post- and green screen. The light and other visual elements in that sequence do seem strangely "off" - and since that sky was, IMHO, visually important, it was easier to use VFX than to wait for the right weather.

there's no obvious cgi in this movie though, it's not transphormers or something

Well, gosh darn it. Are there any recent movies that DON'T have any CGI?

http://www.imdb.com/board/14550098/technical
also, there are vfx artists in the credits, so