Mystery Bug

So the other night, I happened to see on my patio door a minor monstrosity of the entomological world. I hoped it would not depart before I had the chance to get a picture. This is the best I could do at night on short notice:



At the risk of sounding like a moron, does anybody know what this is?

Just asking the question reminds me of my first day's work at Unicover Corporation. I arrived early and asked my boss if he'd seen the herd of odd-looking goats grazing on a nearby property. He said he was busy, and told me to ask him again during the morning department meeting. It was only a few minutes later when his office was full of people that the question elicited a torrent of laughter. Being brand new to Wyoming, I was not familiar with the appearance of antelope.