Lights in Cabo Rojo, Puerto Rico.I was in the house of one of my aunts ((name deleted)). We were on a family reunion celebrating the nearing Christmas Day. I was sitting in the balcony of the house looking at the sky when a flashing white light appeared. It looked like the strobe of a plane but it had a very dinstinctive motion. Everytime the light flashed the object would appear to be static but in the next flash the object would have moved to a new location in it's path of travel (like forming a dotted line). When the strobes of a plane flash the motion of the plane is visible on the flash, this was not the case. Also there were no other lights in the object like a plane has. The light object was moving east to west on the south side of the sky. I told my uncle "DS" to look at the light and I told him that it didn't looked like a normal aircraft because of the strange motion. He replied jokingly that it may be an ufo and we both laughed at the idea. I told him also that I was seeing that same aircraft every night for almost a month travelling on the same course and that it would return back a few minutes later after it dissapears. About 10 minutes later it dissapeared in the western side of the sky. Like I told "DS" 5 minutes after dissapearing it appeared again, this time traveling west to east from it's last position. "DS" told me that it was really strange that the aircraft was turning back again, then he told me that maybe it was a patrol aircraft guarding the coast for drug boats. Another uncle "DP" told us that maybe it could be a police helicopter patrolling the area, this was possible because there was a narcotics police department in our neighborhood and it had a helicopter landing pad and landings were frequent. But usually the helicopter would have it's searchlifht on when it was on the area and there was no sign of a searchlight. Again the light object dissapeared, but this time in the eastern sky. Then around ten minutes later, 2 identical lights apeared on the eastern sky traveling on the same course to the west side by side, this time all the people in the balcony was curious about what were those lights. Again the lights dissapeared on the wertern sky. Then about 15 to 20 minutes later both lights reappeared on the western sky going to the east, but this time a third light appeared almost at the same time from the east going west in the same course. When the three lights were next to each other, one of the lights going to the east changed direction and joined the light that was going to the west, the other light remained on it's east course. After a minute or so suddenly a big light apeared west near the two western going lights, it was like the apparent size of a marble but it's distance was more than a mile away this light was static unlike the others and wasn't flashing, it also had a yellow glow instead of the white glow of the little lights, it made a sound I've never heard before, the most close relation would be like a metallic cracking sound mixed with an electric sound. the light remained in the same position in the sky for about half a minute or so. The two small lights moved towards it and dissapeared inside the big light, then the big light dissapeared in the same position. There were 9 people sitting in the balcony watching the event, and everyone was terrified after the big light appeared. There was total silence for almost a minute, and nobody was able to talk because of the shock. My aunt "MI" almost fainted because of the shock. Notes: During one of the times I watched the lights before that day, there was also a plane in the sky. The movement behavior of the light was totally different from the plane, also the "strobe" flashing timing was totally different from the aircraft, the flash duration was longer than in the aircraft and the flash timing was slower than that on the aircraft. Also the aircraft course was different being from the northeast to the soutwest.((NUFORC Note: Witness indicates that the date of the event is approximate. PD))