I sighted 6 fiery lights in formation of the southern coast of Long Island while I was flying an airplane in the vicinity.I am a flight instructor at Brookhaven Airport in Shirley, NY...21 years old. At about 9:30 i was taking off for a night flight with a student, when I looked and suddenly there were 6 bright yellow lights about 5/10 miles off-shore southern Long Island, directly south of smith point park in the vicinity that flight 800 came down. These lights were in a line formation, with 2 closer on the left and the other 4 on the right staggered. I contacted other pilots on the UNICOM frquency, 122.80 MHZ, and it was confirmed. One pilot in particular was one of my co-worker instructors in another company aircraft. After i started heading north-east bound on course to Rhode Island, i saw the lights disappear and fade out IN SEQUENTIAL ORDER from left to right, 6-5...then 4-3-2-1. I contacted the local air traffic controller to see if it could be confirmed on radar. They said yes, and that they did not know at first what it was either, but that it was now off the radar screen and they suspected it was military activity. Now, i am very aware that the area i am describing is known for military firings and that it is the likely answer, but what i do not understand is how these objects were able to hover. Because it was a near full moon, a harvest moon nonetheless, i could clearly tell that they were not boats, and they did not have aircraft lighting. Also, there were no boats in the area that they, if they were some kind of flare,could have been launched from. And they dimmed out in sequence almost perfectly.((NUFORC Note: News agencies are reporting on July 26 that objects were witnessed over the state of Maryland, and apparently F-16 fighter aircraft pursued the objects. These are unconfirmed reports, as far as we know. PD))