A search team went back and forth across the lake to see if they could find anything that will tell them where she is.
Police are also searching the trails she frequently ran by the lake and in the Regency Park area.
Her closest friends say she was a mother of two young children and would never leave without notice.
Cooper is an avid runner --training for a half-marathon. She went on her usual run and never came back.
"It's overwhelming. It's hard to get your head around. Unbelievable really," Cooper's friend Theresa O'Driscoll said. "She's a great person in the community. She's very outgoing, very athletic, very friendly, a lot of people know her, a lot of people have come out just because they recognize her picture."
Police say Cooper's husband was the last person to see her Saturday morning, but do not consider him a suspect.
"We've had a lot of call-in's from citizens giving information to us. We're running down those leads, ruling each one of those out as we get to them," Cary Police Department Capt. Michael Williams said.
A ground and air search has turned up a few items, police won't specify what they are, but say none of them led them to Cooper.
"We just would like to have a lot of information from the public to continue for their support and assisting us in finding this lady," Williams said.
Cooper is described as 5 feet 9 inches tall, 120 pounds, hazel eyes and brown hair. She was last seen wearing a T-shirt, running shorts and light blue running shoes.
Cooper did not have any keys, phone, or ID on her when she left.
Police say they will continue their investigation throughout the night, but if need be, they'll have to resume the search Monday morning at 8 a.m.
"The thing I think of is that if this happened to anyone else, Nancy would be here just as much helping to look," O'Driscoll said.