Three unidentified lights photographed over a tunnel

On September 29, 2014, while he works on night in a tunnel in the little town of Idaho Springs (Colorado), a man has photographed three lights that went straight up into the clouds. What is it?

Witness reports:

I was working the night shift at the twin tunnels and stopped for a second to take a cool picture of the tunnel and the mountain. Someone else noticed the lights and pointed them out to us. Myself and many others all watched as they slowly flew straight up into the clouds. It was overcast and a bit foggy so they had to be pretty close. I didn't realize until later that I had taken pictures of it.