problem with netCDF4 OpenDAP

[Tom P]

I'm having a problem trying to access OpenDAP files using netCDF4.
The netCDF4 is installed from the Anaconda package. According to their 
changelog, openDAP is supposed to be supported.

netCDF4.__version__
Out[7]:
'1.1.8'

Here's some code:

url = 
'http://www1.ncdc.noaa.gov/pub/data/cmb/ersst/v3b/netcdf/ersst.201507.nc'
nc = netCDF4.Dataset(url)

I get the error -
netCDF4/_netCDF4.pyx in netCDF4._netCDF4.Dataset.__init__ 
(netCDF4/_netCDF4.c:9551)()

RuntimeError: NetCDF: file not found


However if I download the same file, it works -
url = '/home/tom/Downloads/ersst.201507.nc'
nc = netCDF4.Dataset(url)
print nc
  . . . .

Is it something I'm doing wrong?