I couldn't find where he actually held the rank of captain either. Perhaps it was an honorary title?Below is the NPS has him listing for him. You may also want to take a look at the unit histories which are located at

http://www.mississippiscv.org/mississippi_history.htm

GP

J. O. Clark (First_Last)
Regiment Name 2 Mississippi State Cavalry.
Side Confederate
Company G
Soldier's Rank_In 3 Lieutenant
Soldier's Rank_Out 1 Lieutenant
Alternate Name
Notes