I was driving South on I-25, 3 miles North of Socorro, NM (Mile Marker 153, between Lemitar and Escondida, NM), when at 7:25pm MST I observed 5 round orange lights in a line formation. I believe the formation was in a roughly South-West to North-East line, approximately 30 degrees above the horizon (in line with the rear-view mirror on a 2nd generation Dodge Dakota on a slight uphill slope). The formation seemed to be directly above Socorro, roughly in between Socorro Peak and the Rio Grande. The lights came on one at a time, starting in the South-West and progressing to the North-Eastern light, and faded out in the same order, with the first light going dark just after the last light got to full brightness. Each light took about a second to come on, and another second to fade to dark. I cannot be sure if this was 5 separate objects or one single object with 5 light sources. The objects did not appear to be moving relative to the mountain or town. Unfortunately, by the time I got my phone camera working the final light had disappeared. Weather conditions were clear skies, around 30°F, low wind, dark sky with plenty of stars visible.