According to Margery, the Witch of Lime Street:

During the magician’s last visit to Lime Street the two of them sat briefly alone in her son’s room, where she suggested that he, clearly exhausted, could take a nap prior their final Charlesgate séance.  While reclining on John’s bed, Houdini told her about his most wondrous effect.  It had occurred, he recalled, on the Fourth of July at Seacliffe, Long Island – when rain began to fall just as his nephew and other children were preparing to set off fireworks.

See my post from last fourth of July to read about Houdini’s most wondrous effect:

• The so-call miracle of July 4, 1922

H A P P Y  4 T H  O F  J U L Y  !

Source:

• The Witch of Lime Street (page 412), by David Jaher