As long as the sun is shining, most sportsmen can at least make a fair guess about direction, knowing of course that the sun is roughly east in the morning, south at midday, and west at dusk.
But when you don't have a compass with you and don't want to rely on an estimate, you can use your watch as a makeshift compass.
Assuming you are in the Northern Temperate Zone (which includes all of the United States except Hawaii), point the hour hand of your watch at the sun. Now draw an imaginary line halfway between the hour hand and noon (or 1 P.M. during daylight saving time). This line points south.
If the hour hand reads 4 P.M., for example, the 2 will point south, the 8 north, the 5 west, and the 11 east. Next time out, however, bring a compass.