Procol Harum: Live at the Union Chapel is a record of the final performance of the band’s 2003 world tour, taped on December 12 before a small London crowd. The venue was an inspired choice. As a performance space, the Gothic church is at once both intimate and grand, a perfect mirror for the band’s odd but cogent mix of bar-band boogie and classically tinged prog rock. The 21-song concert includes eight selections from The Well’s on Fire, Procol Harum’s 2003 studio album. Most of the newer songs are strong (particularly “The Question” and “An Old English Dream”), and the band, having honed its arrangements to a T, does an exceptional job of blending its recent music with its older material. Singer-pianist Gary Brooker and organist Matthew Fisher, both original members, lead the way through time-honored favorites like “Homburg,” “Conquistador,” and their immortal 1967 hit “A Whiter Shade of Pale.”