I'm surprised Pen Hadow needed oxygen anyway. It says on his website, under the Profile button:
Pen was catapulted to international fame when he became the first person to complete one of the last great polar challenges - solo, without re-supply, from Canada to the North Geographic Pole. This feat is thought by some to be harder than climbing Everest solo, without oxygen...
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At least he should have been okay anywhere up to 29,029 feet.