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Davem raises a good point here, maybe The Ringwraiths sensed the presence of Ulmo`s power in the river. Although Tolkien doesn`t say much about The Valar in LotR, what we know of them from The Silmarillion tells us that Ulmo took special interest in Middle Earth. Tolkien says that the servents of the Enemy feared water and there was a special emnity between Melkor and Ulmo.
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