Thimble shaped Alien probe with slate blue colorI was walking along the road at Leasburg Dam State Park in Radium Springs, New Mexico. I just happened to look to my right and an object flew past me on the other side of the railroad track. It was shaped like a thimble with a darker slate blue color, flat on the bottom, straight up sides, round on top, around 10 feet tall and 6 to 7 feet wide. It had no wings or propeller with no noise coming from it at all. When it reached a valley far ahead it made about 180 degree turn back towards me and landed in the valley. But when it was doing that it's color and shape changed into a medium gray rectangle. I was scared on account of two reasons, trespassing on RR property and by the craft itself. But 2 days later I walked down the railroad track to the valley. But the property was fenced and I could not get a total view of the valley and I did not want to get into trouble for trespassing while looking for imprints in any soft soil. At first in the back of my mind I thought that it was a drone but drones have wings of some sort, propellers and they make noise when they are that close. I spoke with two Rangers and one said that he has not seen any drones here and the other one says that the State prohibits people from flying drones out of the park.