Dancing Balls Of Light

Well, what a strange way to start '09. This takes place in the early morning hours of January 6/09. I live in a small rural town in south western Ontario. Last night at about 4:45AM, I had to get up to see what had my dogs worked up and, glancing out my bedroom window I saw what looked like flashlights........my window looks out on my back yard and behind that is a field area, actually it's the old railroad right of way and is now called a greenway although it's hasn't been developed . Anyway, this light thing was happening about 20 - 30 ft. beyond my back fence, over the greenway and I was curious as to who was out there and what they were up to. I decided to take a closer look and because there was a light covering of snow on the ground, I could see quite clearly from my window. I didn't want to go outside, being it was so cold (and I wasn't feeling all that brave). Stay with me here, I'm writing this almost 12hrs. after the fact and I'm still not sure I should be. Anyhow, these lights were about 12-16in. in diameter and there were what looked to be 8 of them. they were moving in a southerly direction (towards Lake Erie) and were almost "dancing" as they went, ranging in altitude from 6" and then up to around 10', all with no sound whatsoever. They were constantly changing places with each other and varying their speeds and at the same time they were changing colours from a cold blue/white to almost an amber. I watched these "orbs" of light as they "played" for maybe a minute then it was almost as if they knew that they were being observed and shot up at about a 70 degree angle so fast it was like a single whitish-blue streak and they were gone. My two dogs continued to kick up a fuss for about five minutes after the lights had disappeared and it took another twenty minutes to settle them down. Even now, whenever I put them outside they sit there and bark continuously at apparently nothing. Something that they've never done before. Me, I think it'll take quite some time before I can walk past a window without looking for more of those "lights". If anyone else has seen anything like this I'd be interested in hearing about it. If it was something "not of this world" I have to admit to being somewhat disappointed. I thought if I ever saw something like that it would be BIG and kind of saucer shaped.