Mysterious lights in the sky around Alpine, Texas

Myself and two buddies (all college students) were at the edge of our small town, feeding my horse when we noticed a light in the sky, to our north at an approx. distance of 15 miles. We determined this by the objects proximity to a mountain in the same area. We noticed the light because it was moving all around but not going anywhere. It also caught our attention because there is normally very little aircraft activity in the area, due to its remote location. The light would also change colors every few minutes, from white to green and back. After observing for a few minutes, we noticed another object to our west at about the same distance, behaving in the same manner. We looked in all directions and noticed two more. One to the east and one to the south. These appeared a bit more distant. As for altitude, my guess is from 2,000 ft. for the closest two to ??? for the distant lights. Again, all were just hovering, then moving up and down, left and right. Very erratic. Finally, the lights just went out.
I returned to my dorm and found my roomate was listening to his police scanner, as he was a part time ambulance driver. When I walked in, he asked if I had noticed any lights in the sky because the scanner chatter was all about mysterious lights between Alpine and Fort Davis. I told him "yes", we had been observing them for almost and hour. On the scanner, we heard the Highway Patrol trying to get the Civil Air Patrol to send a plane out to the area to see if there was an aircraft in trouble. Only the light north of town was being investigated and it seemed they (autorities) were unaware of the other three lights.
The scanner traffic concerning the event, finally died out and to my knowledge, nothing was done to investigate the matter.
Date of incident is approximate.  PD