Bill, part of the reason you won't get all the information you want (hope not to find?) is this is a very minor but cute magic trick - and tricks are not given away here. However, your statement of never goes up or down provided all the info I needed to tell you that part - because a company openly used it some 25 years ago for party balloons: the company sold mylar ballons, filled with helium and included aluminized sticky card board squares with it - to make the density of the balloon match the density of air at a given height you simply added or removed squares. Due to buoyancy (which applies in all fluids IIRC), an object will stay at the level where upward force (buoyancy) and downward force (gravity) are equal. That is, the balloon will hang in the air at a fairly specific height and move, staying at that height, with prevailing air currents. I do this to entertain kids at parties (not as a business) with all kinds of helium balloons and weights. I'll leave it to you to figure out other simple flight control methods - limited as they will be by the item being moved.Check some videos.
I am not talking about shaking of camera. The news crew saw the object staying in one place. Then it moved towards an Air Force base. THen it came back. Then if vanished.
Never did it go up. Never did it go down.
Oh, the security people would not be allowed in because they are likely the ones handling launch and movement. If he was real, they would not be needed.