Can you stack clipping masks?

I'm trying to follow this tutorial: http://ift.tt/1wDKU4X

In the first part where it says to: "Add the following image adjustment layers as clipping mask to this sky layer"

I added 4 new image adjustment layers, and made them all clipping masks, like this:

The values of all the layers are correct, but my image doesn't look like the one in the tutorial at this point. To my surprise re-arranging the order of the image adjustment layers, even though they're clipping masks, makes a difference to how the image looks.

How am I supposed to know, following that tutorial, how I should arrange my image adjustment layers?