Strange Row of Lights Over Jacksonville, Fl

My sister and I were coming home at approximately 2 am.  I noticed a row of maybe 5 red lights in the sky that were so perfectly vertical that at first I thought it was a constellation.  Then I noticed another red light approaching the row from the left of the others and it joined the row at the bottom.  That's when I turned off the radio and asked my sister if she thought the lights in the sky were as strange as I did.  She agreed, so I grabbed my phone and we fumbled nervously to record what we saw.  Besides the fact that my sister didn't know how to work the video camera on my phone, the lights were difficult to record because they seemed to move without really moving.  I don't know how to explain it.
Once they were in a row, the lights turned from red to orange and kept changing colors.  They never seemed to move but somehow disappeared.  We never heard any noises like we would have if it was a plane or several planes, which we hear often because we live in between a navy base and a commerce center for private/commercial planes.
When we got home, I called the non emergency line for our sheriffs office to inquire if there had been any other reports.  I was told no but they would send out an officer if I wanted to file a report.  I declined the report.