Lights like the Marfa ones

I would like help from anyone who can give it to me. First off, I live in the "heart o' Texas." The place that my experience took place is just about 30-40 minutes from here, around the town of Abbot, out in the "country." (Read: "Farmland.")

When I was about 11 or 12 years old, I spent the night at my cousin's house, and we had made beds on the floor. There's a large window on the north side of the house, and we could see straight out of it; the whole veiw of farmland and a good bit of the sky.

It must've been past midnight, because we usually watch Saturday Night Live and other late shows when I spend the night w/him. Looking out the window, we saw one big light shining high in the nightsky. It looked like a GIANT star--much bigger than a planet looks, but smaller than how the moon appears. Though it was bright, the light didn't light up the sky.
Anyway, it then slowly faded away, as ANOTHER one appeared much higher up and farther away than the first. It too faded as another one appeared lower in the sky. (If you've ever seen/heard of the Marfa lights, that's exactly what it looked like.) The pattern repeated for some time, until my cousin and I were too freaked out to watch anymore. After a while, we looked back up, but the lights were gone.

I KNOW we weren't dreaming, because we both saw it, plus, we were wide-awake from all of the soda we had earlier.

Anyone know what is was? It wasn't a plane, and it wasn't "swamp gas"--there are no swamps around the place!