Another, even simpler explanation which I can confirm personally being an amateur astronomer in NYC, is that the objects were two large sets of balloons catching the final rays of the setting sun. That youtube video from the “real UFO” website you linked to is very misleading, because all that dancing around of the objects is almost entirely due to the shaky hand of the person holding the camera. And the ‘three helicopters that appeared to be checking out the objects’ were probably news helicopters checking out the rush hour traffic or maybe some other event going on somewhere in NY.
I have no idea what kind of editorial excess went into the video. I've never visited that site before. I state only that the light objects in the video are what I saw too.