UFO?

I took this picture on the way home last night. The train was going over the highway and I thought it might make a good picture. When I got home and looked at it I noticed the orb flying under the train. What is it? Funny thing is that I didn't see it when I took the picture.

On my way to work this morning I looked again and saw no orb or anything that would have looked like it.

What in the world could it be?