Geo Bell 13/2/2016
There's nothing quite as frustrating as waking up too soon, losing lucidity, or falling into a false awakening (unless you use them to your advantage). There are a number of reasons why a dream might end prematurely:
Fortunately, there are a number of techniques which oneironauts can employ to prolong their dreams, increase the general stability of the dream, and ultimately improve their lucid experience. Stabilisation techniques should be performed as soon as one becomes lucid; at regular intervals to maintain the stability of the dream; and when the dream begins to fade.
Rubbing your hands
As your dreaming mind works to simulate the tactile sensation of rubbing your hands together your attention is drawn inwards, and you're less likely to transition into waking.
Concentrate on your visuals
By focusing on the visuals of the dream around you, the dream is less likely to destabilise. The same is true for your other senses- take a moment to focus on all 5 of your senses within the dream. This loading of the perceptual system helps to anchor your awareness within the dream world.
Focus on the ground
Quite a strange technique, the reasoning behind this is that the ground tends to be relatively stable in our dreams. Just think - there's almost always ground beneath ones feet (unless flying or floating through the void).
An amazing discovery from Stephen LaBerge, and without a doubt one of the most useful tools in the oneironaut's toolbox. Dream spinning is not only a great method for stabilising dreams, but also the most effective way of significantly prolonging them. Dream spinning is as easy as it sounds. Simply spin around whenever the dream starts to fade, and as you spin, imagine either the same scene or a new one. When you stop spinning and perform a reality check, you'll find that you're still dreaming. All lucid dreamers can use the spinning technique to extend a fading dream into a long chain of lucid dreaming adventures.
LaBerge conducted an experiment in 1995 to test the efficacy of various techniques. In the results, 96% of spinning lucid dreams were prolonged. 
Remember however, that eventually you will have to wake up, and the longer you stay in the dream world the harder it will be to recall everything you've done! Even the most advanced lucid dreamers find it difficult to remember their endeavours after enjoying hours of dreaming.
1. LaBerge, S., (1995) 'Prolonging Lucid Dreams', NightLight 7(3-4)