Though the young man in the video seems to think these balls of light are some sort of alien craft, they look like what is called ball lightning to me. He is right to be scared, though as it is very dangerous.
He and his friends should be much more careful as ball lightning is very mischievous and likes to zoom into open windows and doors. Once inside your house ball lightning will head for your most expensive piece of furniture and promptly set it on fire.
These guys are very lucky to have witnessed this as ball lightning is very rare and mysterious.
Learn more about ball lightning