A chimney rock is a naturally occurring, tall, thin, column of rock which is hollow inside. In the southwest some Indian tribes built fires at the base so the smoke would vent thru the chimney. Chimney rocks can be found all across the country, as this google search demonstrates. The most famous is in Oregon, and was a landmark for settlers traveling west. The NJ chimney rock is located in Boundbrook.
There is another one in Willowbrook Park, Staten Island, NY.