UFO over Hammond.

I was walking to a night class at the Hammond career center when saw A large object behing the hammond civic center.  I approached the object which was 300feet in the air. it had three light that looked white on each point of the triangle.  The object was not point on the ends but rounded off.  it floated there not making a sound.  It didn't move for a few minutes but as I started to  walk away from the object, it seemed to follow me.  I ran into the building and never told anyone.  
Aftee class was over, I took the same route home but not found no object.  I thought it could have been light fixtures around the building but it followed me.  I was a 16 year old black kid living in a rough neighborhood.  I didn't report anything because I thought only white people saw things like that.
Witness elects to remain totally anonymous; provides no contact information.  PD