On the night of May 31, 2014 I was driving south on Taft Ave. in Loveland, Colorado at approximately 9:10 P.M. and noticed 3 orange colored lights, shaped like a football, floating in the southern sky in front of me. They were the only lights in the sky, other than some dim stars. At first I didn't think much about it, I thought it was someone sending a few of those lantern things with the bag and candle up into the sky. Then as I kept watching they appeared to change directions, like 180 degrees but the other ones would go in different directions at different speeds. It was like they were dancing with each other never changing color or intensity or shape. There was very little or no wind that night and no candle bags are going to act like that. I continued on watching them as I drove but I couldn't really pull over to watch them better. As the minutes went on one of them just disappeared or faded away. Then in a short time the other 2 were gone. Never saw them or anything after.