Revolving lights seen in clouds south of Rock River, Wyoming.

My wife and her sister-in-law were sitting on the back porch, disappointed at not being able to see any stars due to cloud cover.  They were looking south toward Pine Ridge, when they noticed a revolving set of lights in the sky.  There were five different colors in this order:  orange, yellow, blue, green, and red, each slowly revolving one at a time around a large invisible circular area.  The circlular area was "like a plate laying down" in a horizontal attitude.  The phenomenon appeared to be inside the clouds and was very large.  Finally they "gave up" and went back in to play cards, and later went back out to find that it was still there.  This continued for hours, no sound was heard, and the revolving phenomenon just sat there the whole time.
Date is approximate.  PD