PHOENIX -- Strange lights appeared above the Valley sky in formation on Monday night.

Witnesses said the lights formed a vertical line, then a diamond shape, followed by a u-shape.

The lights reportedly moved from side to side and upward before disappearing one by one.

ABC 15's Christopher Sign learned the nation's largest UFO investigative group is now investigating the incident.

The Mutual UFO Network, known as MUFON has more than 6,000 field investigators worldwide who investigate reported UFO sightings.

"There's a number of things those lights could be," said MUFON investigator Jim Mann.

Mann and another investigator in Mesa said they will begin talking to witnesses and gather detailed information from what they saw.

"I always try to debunk sightings and I can't debunk it, then I know I've got something on my hands," said Mann.

MUFON investigations can last a matter of minutes, or several weeks.

Mann says he and fellow investigator, Stacey Wright, are currently looking into several other UFO sightings across the Valley that have all taken place in the daylight hours.

ABC15's Jon DuPre talked to one north Phoenix man late Tuesday afternoon who said he watched his neighbor launch four helium balloons with flares attached to them right before the mysterious lights were spotted.

He said he believed this could be the source of Monday night's sightings.

ABC15 knocked on the door and talked to that neighbor, who then said he didn't launch the flares, and instead it was another neighbor several doors down.

A Phoenix police helicopter pilot also witnessed the lights and described them as resembling flares.

FAA officials told ABC15 on Tuesday that air traffic controllers in the Sky Harbor tower saw the lights, but noticed nothing on their radar, meaning it was not an aircraft.

An official with the North American Aerospace Defense Command (NORAD) said they checked with their command center that monitors the skies to see what is entering the Earth's atmosphere. They have no reports of anything entering the Phoenix area.

A spokesperson from Luke Air Force Base in the West Valley also told ABC15 that the pattern of these lights was not common to an F-16 and that the lights were not from Luke.

The base had no aircraft in the air at the time of the sightings, according to that spokesperson.

Residents like Tony Toporkek caught the lights on camera and shared his video with ABC15.com.

Toporek was talking with his neighbors in north Phoenix when the lights appeared at about 8 p.m.

He grabbed his video camera and started taping.

A Tuesday morning call to Vandenberg Air Force Base on the central coast of California also confirmed they had no activity during the evening and were not tracking anything.

Officials from the Yuma Air Station, the Arizona National Guard and White Sands in New Mexico told ABC15 they had no activity Monday night.