Small grey figures observed from bedroom window — three nights in a row

I don't know how else to describe this. Three nights starting November 8th I woke at exactly 2:22 AM. On the first night I thought I was dreaming — two small figures, maybe 4 feet tall, standing at the edge of my property near the treeline. Grey skin, large heads, no visible clothing. On the second night there were four of them and they appeared to be looking directly at my window. Third night I had my camera ready. I got one blurry photo before I experienced what I can only describe as a gap — I was suddenly sitting in my kitchen at 4:15 AM with no memory of how I got there. My nose was bleeding and my left arm had three small circular marks that weren't there before.