Three red lights flying in formation over Moore, Oklahoma.

I was outside brushing my dog, when I heard and extremely loud noise overhead.  I looked into the sky facing west.  I had a patio roof directly above me so had to step further west to look straight up and above me were three red blinking lights.  Each light took each own turn to blink.  There was no variation in speed between the three lights.  The noise was extremely loud.  The lights seemed to be only about 1,000ft above me.  I ran to the backdoor to call my husband outside.  He ran out and we watched the lights fly off into the distance heading west.  I have never seen anything like that.