Bright yellow lights in a changing formation

Witnessed several bright yellow lights changing shape in a formation over the horizon in the western sky mostly a circle type of formation and then an oval . At one point the objects joined into one large mass, we (myself and 3 family members) all witnessed this. After roughly 30-40 minutes the objects started to disappear slowly and went very dim as if they were going farther away. Shortly after they were gone we witnessed what sounded like a helicopter headed in that general direction and about 20 minutes after that a low flying jet flew toward us from the general direction of the sighting as if it was being investigated. I myself am a major skeptic but after this I am left very intrigued and left with allot of unanswered questions about what we saw.