It's called a "doofnado." Urban Dictionary says that doof is an Australian slang term for an outdoor rave in the countryside. When the electronic music is blasting at a doof, even the weather can't help but feel the energy and respond.
A dust whirlwind appeared at the Earthcore festival in Pyalong, Victoria. Olivier Bonenfant captured this incredible footage of it forming in the middle of the party. Concertgoers got their kicks by running in and out of it. It looks like fun! The festival organizers were very thoughtful for arranging it.
-via Stuff