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As epollock accurately suggests, this is a poem about banality. Formally, the poem is also about word-play and "negative space."
Even in dreams, where so much is possible, the sleepers depicted in the poem are "haunted" by colorless "white nightgowns." We might understand this visual idea to suggest that the dreams themselves are sterile and sheathed in colorless gowns.
Of the figures of sleep, "none are green." For Stevens, in his later poetry, green represents the color of physical reality and white represents a cold, intellectual reflection of reality. Here, however, green stands for the idea of growth and vibrancy. Thus nothing sprouts into being in these dreams for these banal dreamers.
The lack of illusion, even in dreams, illuminates meaning in the poem's title. In addition to the disappointment associated with the term "disillusionment," there is a second meaning relating to a lack of illusion.
The poem also plays with the notion of the "negative," stating what is not present. In doing so and listing the many aspects of colorful dreaming that do not exist, the poem takes on a surface irony. These colorful dreams are part of the poem, despite the fact that none of the dreamers will dream them.
This poetic technique can be related to painting where negative space is an important element in composition. In this way, we see part of Stevens' approach to poetry exemplified.
"[Stevens] eclectic use of techniques and ideas from other arts, as well as both European and American poetry, gives his work a sophistication perhaps unmatched among other American poets of his generation" (eNotes).
The emphasis upon color in this poem is unusual; rather than being descriptive of actual objects, the words denoting color instead seem to refer to fantasy or imagined images. The "white nightgowns" that haunt the houses may be references to the tradition of brides wearing white, hence the virginal nightgown of the new bride. The "haunted" image suggests loneliness, perhaps a lost love or a wished-for sexual or marital union that did not occur. The poem is tinged with regret, denoted in the repeated use of negative words like "none" and"not" and the use of "only" to describe the final image. The colorful patterns described refer to what the nightgowns are not, and are a regretful and melancholy yearning for the literal and figurative color that a loving partner conveys. The "red weather" and catching of "tigers" referred to at the end, the "old sailor" who is drunk and asleep in his boots" refer to the sexual yearning and frustration of an old man who never married.
The time is evening, as indicated by nightgown and dream. Stevens’s strategy in lines 3–11 is negative; he tells us that the townspeople do not have the experience or imagination to dream of anything beyond their own average lives, nor the flair to wear anything green, purple, yellow, multi-colored, or ringed; instead, they wear only white nightgowns. The people in the sleeping town are contrasted in lines 12–15 with the “old sailor” who has what the townspeople lack: the extensive experience which has supplied his imagination with some of the wonders contained in the world, so that his dreams are rich even though he is old. All the vivid colors, bizarre images, lace socks, beaded ceintures, baboons and periwinkles disassociated from the townspeople in these lines are ultimately linked to the old drunken sailor who dreams of catching tigers in red weather. The lace and beaded ceintures suggest finery (wealth, a sense of fine living, exotic foreign places, different ways of life, a different mentality, and a broad outlook on the world). The baboons hint at distant ports and jungles, and the periwinkles evoke the sea.
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