He was unable to continue and would have been disqualified from a normal strokeplay event.
But the Nevada event uses a modified Stableford format where the worst a player can score on any given hole is minus-three points for a double-bogey or worse, even if he does not complete the hole.
Therefore, in what a rules official described as a “strange situation”, Romero just tapped his ball a few yards off the tee at each of the final four holes before picking it up and walking to the next hole.
He had the maximum 12 points deducted from his score over the final four holes.
He finished the day on 11 points, equal 66th, and was eligible to play the final round, but decided later the injury was too bad so withdrew, according to the tour.
The PGA Tour could have disqualified Romero for not giving “best effort” but it gave him the benefit of the doubt.
“He’s going to go right to the hospital when he finishes and get some X-rays,” head rules official Mark Russell said before Romero made the decision to withdraw.
“He’s afraid to grip the club and take a cut at it because he might further injure himself so he’s taking the worst of it, minus three every hole, and he just wants to finish and get to the hospital and if possible, get wrapped up and try to play again tomorrow.”
Romero is likely to lose his playing status on tour, with only one event remaining in the regular season to improve on his current ranking of 155th.
Henry, meanwhile, carded an eight-under 64 worth 17 points for a 41-point total with one round left.
The 2012 champion held a tenuous one-point lead over fellow American David Toms and Swede Jonas Blixt.
Henry and Blixt have two PGA Tour victories, while Toms has 13 wins, including the 2001 PGA Championship.
The format awards eight points for albatross, five for eagle, two for birdie, zero for par, and subtracts one point for bogey, three for double-bogey or worse.
(Reporting by Andrew Both in Cary, North Carolina; Editing by Greg Stutchbury)