We analysed spectral variations of similar to 8.5-d long Rossi X-ray Timing Explorer (RXTE) monitoring observations of Her X-1 in 2001 December. This set of observations enables, for the first time, frequent continuous monitoring (111 pointings in similar to 8.5 d) of the source with RXTE including a similar to 1.7-d-long low state part and the following similar to 6.8-d-long short high state part. We used an absorbed power-law model with an iron line energy complex modelled as a Gaussian to fit both the 3-60 keV Proportional Counter Array-High Energy X-ray Timing Experiment (PCA-HEXTE) overall short high state spectrum and 3-20 keV individual PCA spectra. An additional partial cold absorber model was used for both cases. Using 3-20 keV individual PCA spectra, absorption in anomalous dips (ADs) and pre-eclipse dips (PDs) in the short high state was compared. Decreasing the ratio of unabsorbed to absorbed flux with increasing unabsorbed flux in ADs and PDs was interpreted as evidence of the fact that the regions causing opaque obscuration and soft absorption are not geometrically far away from each other. Higher iron line peak energies in the low state and the short high state (similar to 6.6-6.9 keV) were interpreted as a clue of the presence of iron line components other than the K alpha emission line.