San Lorenzo Canyon is not in the Black Range, it is located a few miles to the northwest of Socorro. A new video of the canyon has been added to the btina.org (Birding Trips in North America) website and it is worth mentioning here.
San Lorenzo Canyon is a great place to ramble and to marvel at geology. It is a relatively compact place with striking formations, narrow canyons, even more narrow slot canyons, and lots of sandstone. Most of the formations are formed from Miocene-aged rock of the Popotosa Formation. This is all part of the Rio Grande Rift.
For more on the geology of this area you may wish to read Richard Chamberlin’s report: Geologic map of the San Lorenzo Spring Quadrangle, Socorro County, New Mexico (2004). See the map for geologic unit descriptions.