Colorado authorities: Bodies believed to be pregnant woman, 2 daughters found on oil property; husband arrested

Frederick, Colorado -- The bodies believed to be a pregnant woman and her two young daughters were found on a Colorado oil property where her husband used to work, authorities said.

John Camper, director of the Colorado Bureau of Investigation, told reporters Thursday that investigators have found Shanann Watts' body and were trying to recover what they believe are the bodies of 4-year-old Bella and 3-year-old Celeste from Anadarko Petroleum Corp. property.

Shanann Watts' husband Chris Watts has been arrested in the disappearance of his family. His paystubs show he was working for Anadarko in 2015.

Company spokeswoman Jennifer Brice said he's no longer employed there. She declined to provide any other information, citing the active investigation. She said the company is heartbroken and is supporting investigators.

According to ABC affiliate KMGH, law enforcement officials said 33-year-old Christopher Watts confessed to killing 34-year-old Shanann Watts, who was 15 weeks pregnant, and their two daughters just hours after giving a tearful plea for them to return home.

Officials announced his arrest Thursday morning, saying he was booked into the Weld County Jail. Watts was booked on three counts of 1st-degree murder and three counts of tampering with physical evidence.

Shanann and her daughters have been missing since Monday.

According to sources, Shanann returned home early Monday morning from a work trip in Arizona.

Her husband told police he came home and his wife and their two children were gone. However, her keys, purse, and phone were still at the home.

He also said that he and Shanann had an "emotional conversation" prior to her disappearance and would not elaborate further.

The FBI and Colorado Bureau of Investigation are also investigating.