Bodies of 2 girls allegedly murdered in Colorado found in oil and gas tanks, report says

FREDERICK, Colo. -- The bodies of two young girls allegedly murdered by their father were found inside "mostly full" oil and gas tanks, according to KMGH.

Christopher Watts, 33, has reportedly confessed to murdering his pregnant wife, Shanann, and their two daughters.

The bodies of the two young girls were found in nearby gas tanks to hide the bodies and "conceal the smell." Shanann's body was found Thursday on a property owned by Andarko Petroleum, where Watts worked, according to KDVR.

Investigators told KDVR the murders happened inside the family's home.

Multiple law enforcement officials told KMGH Watts has confessed to the murders. He was arrested on Wednesday night and is being held on three charges of first-degree murder and three charges of tampering with physical evidence in the deaths of his pregnant wife and two daughters.

'I have no inclination of where she is'

On Tuesday, just one day before he would confess to the murders, Christopher Watts spoke on local television and asked for his family's safe return home.

"In my heart, I believe that she is somewhere and I hope that she is safe," Watts said of his wife Shanann on Tuesday afternoon. "I don't know what to do right now. I just feel so alone in this house right now. I don't know where to go from here."

"It's not something I could ever fathom would happen in my lifetime," Christopher Watts said Tuesday. "I have no inclination of where she is. My heart's racing a mile a minute. Everything that's happening the last few days is just earth-shattering right now. It's like my life has been turned upside down."

The case for the death penalty

In Colorado, prosecutors must be able to establish at least one of 17 aggravating factors to pursue the death penalty.

"It's both a political decision in terms of the ramifications of the voters," criminal defense attorney Chris Decker said. "It's a huge decision financially because it cost an extraordinary amount of money."

Decker said the case for the death penalty is strong. This case meets at least three, he said. Watts is accused of killing more than one person. His victims are two young children. And one of the victims was pregnant.

"There may be other mitigating circumstances, however, that also apply," Decker said. "Cooperating with police is one of those mitigating factors. If Watts led police to his wife and children's bodies, it could potentially save his life.

"I wouldn't go as far as to say it's being offered up or negotiated, but certainly law enforcement will be advising him that his participation would at least be some form of mitigation under the circumstances."