We were travelling West out of the panhandle of OK into NM. We were still in OK when we saw a white ball hanging in the sky. The sun was setting and the round object never moved. We drove on at 70+ mph, and ended up stopping twice, about 30 min. apart, to observe it with binoculars and take pictures. As the sun went away, the object turned orange and then grey against the night sky, but always seemed to be the same distance away from us. It was not riding the air currents or moving in any way.