Time Zone issue... I don't live in Denver!

My iPhone 4S moved to Denver during a power outage!

Here’s the situation:

I live in the Midwest- Central Standard Time (GMT -6)

I have an iPhone 4S- Sprint

I also have an iTouch, iMac, and iPad

The power went out for about an hour. All devices recovered fine EXCEPT the iPhone.

Here’s what I’ve tried:

1. Settings> General> Date and Time.
   This was set to Auto, but the time zone now says Denver.
   If I turn Auto off, edit the city to Chicago, then turn Auto Back on, the phone changes BACK to Denver.
   
   
2. Checked Settings> Location Services > Setting Time Zone is ON.

Any ideas to enable #1 to be on Auto in CHICAGO would be appreciated.