ABC has confirmed that it was a test of the Patriot Advanced Capability 3 missile.
The test took place just about 6:30 a.m. over the White Sands Missle Range in New Mexico.
The Range confirmed that the test was a success, explaining that they sent a dummy missile from another site in New Mexico and the PAC 3 missile blew that missile up.
The lights in the sky were the reflection of the contrails of the debris of the missile that was blown up.
This is the 14th test of the missile since its inception in the 90s.
Stay with ABC 4 for more on this developing story.