Fine-tuning Large Language Models (LLMs) with reinforcement learning to produce explicit Chain-of-Thought (CoT) reasoning improves performance across code, math, and general-knowledge benchmarks. However, on tasks where accuracy remains low, such as Humanity's Last Exam (HLE), models often express high self-confidence despite incorrect answers, revealing poor calibration. We investigate whether measurable properties of the CoT offer reliable, model-internal confidence signals. We analyze three feature classes: (i) CoT length, (ii) intra-CoT sentiment volatility, and (iii) lexicographic markers, including hedging terms. Using DeepSeek-R1, Claude 3.7 Sonnet, and Qwen-235B-Think, we evaluate these features on HLE, Omni-MATH, and GPQA-diamond. Across benchmarks, lexical uncertainty cues (e.g., guess, stuck, hard) are among the most informative indicators, while sentiment shifts provide a weaker but complementary signal. CoT length is informative only on Omni-MATH and GPQA, where accuracy is already high ([Formula: see text]), and carries no signal on the harder HLE ([Formula: see text]), indicating that CoT length predicts correctness only in the intermediate-difficulty benchmarks, i.e., inside the model's demonstrated capability, but still below saturation. Finally, uncertainty signals in the CoT are more salient than high-confidence markers, making errors easier to detect than correct responses. These findings support a lightweight post-hoc calibration method that complements unreliable self-reported probabilities.