Nowadays, when we say that someone's been tried in the furnace, we mean that they've gone through an experience that's tried them to their limits, and come out the other side.

In Daniel 3, Shadrach, Meshach and Abednego fall foul of King Nebuchadnezzar, who's commanded everyone in the kingdom to worship a huge statue he's had built, or be thrown into a fiery furnace.

The story is told almost comically: all the powers of Babylon are solemnly named – the satraps, prefects, governors, advisers, treasurers judges, magistrates, and all the rest, all bow down. But these three Jews say 'shan't'.

The image of three men, alive and unbound, walking around in the furnace – with one more, who looked like a son of the gods – is very powerful.

And it's one which speaks to our experience. One of the great adventure stories of the 20th century is Ernest Shackleton's. With his ship frozen in the Antarctic ice, he led his crew to shore. When it was clear they would not be rescued, with five others he undertook a perilous sea crossing from Elephant Isle to South Georgia, only to be faced with a trek across the mountains from one side of the island to the other with two of the fittest crew. But during this terrible ordeal, he and his companions were haunted by the thought that there was one more in their party than they could account for.

In his account of the experience he says: 'When I look back at those days I have no doubt that Providence guided us, not only across those snowfields, but across the storm-white sea that separated Elephant Island from our landing-place on South Georgia.

'I know that during that long and racking march of thirty-six hours over the unnamed mountains and glaciers of South Georgia it seemed to me often that we were four, not three. I said nothing to my companions on the point, but afterwards Worsley said to me, "Boss, I had a curious feeling on the march that there was another person with us." Crean confessed to the same idea.'

That One More, in the fiery furnace, in the icy wastes, in the valley of the shadow of death, is God with us – Emmanuel. He may not save us out of trouble, but he'll be with us through it.

The writer of Daniel tells us that when the men came out of the fire they weren't even singed, and they didn't smell of smoke. Actually, we bear the marks of what we suffer; our experiences do change us. But if we go through them with God, being tried in the furnace changes us for good.

Follow Mark Woods on Twitter: @RevMarkWoods