A group of German backpackers are keeping a vigil at an outback campground after their friend vanished in the middle of the night on Sunday.

Arvid Stenzel, 19, wandered off into the dark after telling his mates he was going for a swim at Lake Canobolas in central-western NSW about 2am.

Missing: Arvid Stenzel.

At 3.15am, he approached a person at the campground's caretaker's cottage because he was lost. He was given directions back to where he was staying but never returned.

“We all thought it was a joke because it's too cold to swim,” a friend, Aljoscha Kraemer, said.