At 8:12 PM on Monday evening January 14th, I was inside my home, walking to another part of the house when I past the front door (which has a large clear glass window) and notice two very bright lights moving in the night sky. This caught my attention due to there not being any red/blue aircraft positioning lights or rotating beacon. The two bright white lights suddenly stopped mid-air. After about 30 seconds the white lights turned bright orangish red. Two minutes later, another orange light appeared close to the existing two orange lights. A few seconds later, a fourth orange light appeared. Now it looked like two sets of equally spaced orange lights suspended in the sky about 5 miles away (estimate)and perhaps about 2000 feet above the city lights of Gilbert or perhaps Queen Creek. My home is at 1880 feet in elevation, so the lights were just a little higher in elevation than my home.I called for my wife who now was standing next to me looking out the window on the front door. We both watched as the two sets of two orange lights just hovered in place. I asked her to get the camera and she did. I grabbed a set of astronomical binoculars and continued watching the four lights. My wife came with the digital camera, went onto the front courtyard and shot a couple of photographs of the lights.At 8:17 the first two orange lights gently faded from view. They did not fly away, they simply got more and more dim until they could not be seen. Meanwhile the second set of two orange lights pulsed from very bright orange to a fainter orange then back to bright orange several times. At 8:18PM, one of the remaining orange lights in the pair, faded from view, and a few seconds later, the last remaining orange light faded from view. Again, they did not "fly away" but simply faded to black. They did not separate or get closer together but maintain a constant distance from each other the whole time I was observing them.When the two sets of orange lights were present, and with the binoculars, I could see the space between each set of orange lights was darker than the surrounding area. Essentially, it looked like the space between the lights, blocked the somewhat misty looking, dimly lit, sky over the city area. It sort of was in the shape of a "skinney football" with a single bright orange light on each end. Both sets of lights had this appearance to me.I am an active Phoenix MUFON Field Investigator and have no real explanation as to what exactly I saw. But my wife and I both watched these lights for a total of six minutes.