[clockdoc]

Much of your photo is made up of darker tones. You camera meter is taking this into consideration and exposing accordingly. This tends to over expose the sky washing the color out of it. The color of the sky also varies with time of day and direction in which you are shooting with respect to the position of the sun. Two things that may help here are a graduated neutral density filter or a polarizing filter. Again, the effect of the polarizing filter depends on the direction you are shooting with respect to the sun.
Since it is impossible to get detail in a blown highlight area, you may want to deliberately underexpose the whole scene and then selectively lighten those areas of the image that need it in Photoshop or similar software.