Odd U shaped UFO

This odd "U" shaped object showed up around 4:30pm today for a couple of minutes before going into the few clouds in the sky. It was between 3500 and 5000+ feet up. Video was shot at 22x optical zoom and 35-40x dig. zoom. sorry for the bad video I need a new camcorder with lens stability tech. Video posted to blog. Object moved from west to east
No sound
Wind was moving northeast
At first I thought it was a bag but after a second or two I realized that it was rather high up. I grabbed my camcorder to see it better and zoomed to 22x. It wasn't a bag. It seemed to be rocking up and down and viewing the footage frame by frame showed this to be the case. However it does keep the one side forward in it's direction of travel with the "ends" moving up and down. It does not spin or rotate freely as one would expect if it was just moving in the wind. Maybe someone sewed 3 inflatable kids slides together and filled them with helium.
I don't think so however.