Two very bright lights moved quickly across the sky at about 8:30 pm MST. Object appeared oval or egg shaped.We were on our roof in downtown Billings and saw a UFO crossing the sky from the Northeast sky to the Southwest Sky. It passed between Orions Belt and the largest star to the south. We could not see the shape of the vessel but it had two large round lights at the front and rear and both appeared to be orange/yellow in color. The UFO could have been any shape but appeared to be oval or egg shaped since lights were only on the front and rear as it moved. It moved VERY quickly...much faster than any plane or other object we have seen.