By KATHLEEN FOODY
Associated Press

DENVER (AP) - A Colorado man told police that he killed his pregnant wife in "a rage" when he discovered she had strangled their two daughters after he sought a separation, according to an arrest affidavit released on Monday.

Colorado prosecutors, though, filed formal charges earlier in the day, accusing the former oil and gas worker of murdering his entire family days before he was interviewed by local television stations and pleaded for his missing family's safe return home.

Christopher Watts, who is being held without bail, is due back in court on Tuesday morning to be advised of the charges filed against him.

District Attorney Michael Rourke declined to answer most questions about the case Monday but said his office has three prosecutors assigned to it. Rourke also said it was too early to discuss whether he will seek the death penalty.

Under state law, the top punishment for homicide is the death penalty or life in prison.

The arrest affidavit was sealed at prosecutors' request until Monday, a frequent request in Colorado as prosecutors determine what charges to file after someone has been arrested.

After filing charges, prosecutors asked a judge on Monday to unseal it - revealing Watts' confession that he had killed his wife and his accusation that she was responsible for the deaths of 4-year-old Bella and 3-year-old Celeste. The document also says police confirmed that Christopher Watts was having an affair with a co-worker, something he denied in earlier conversations with investigators.

According to the affidavit, early on the morning of Aug. 13 Christopher Watts told his wife that he wanted to separate. She had returned from a business trip a few hours before their conversation.

Watts told police that he walked downstairs, leaving his wife in their bedroom. When he returned, Watts said he checked a baby monitor on Shanann's nightstand and saw his wife strangling their youngest daughter. He said the monitor also showed their oldest daughter sprawled on her bed, looking blue.

Watts, 33, said he then "went into a rage" and strangled his wife.

He told police that he loaded all three bodies into his work truck, and then he buried his wife at an oil work site and dumped the bodies of Bella and Celeste inside oil tanks.

Autopsies have been completed but not released. A judge on Friday denied a request by defense lawyer James Merson to require the coroner to collect DNA from the necks of the children.

Watts faces three first-degree murder charges, two counts of murdering a child, one count of unlawful termination of a pregnancy and three counts of tampering with a deceased human body.

The charges come a week after a friend reported Shanann Watts, 34, and the girls missing.

Before his arrest last week, Christopher Watts lamented in interviews with local television stations about missing his wife and daughters. He spoke in front of their home in Frederick, a small town on the grassy plains north of Denver where fast-growing subdivisions intermingle with drilling rigs and oil wells.

Police spoke with Watts several times before he was arrested late on Wednesday, according to the affidavit. It says Watts initially told police that his conversation with Shanann about a separation was civil but emotional. Watts later told police that both he and his wife were "upset and crying" and Shanann told him she was going to a friend's house that day.

The bodies were found on property owned by Anadarko Petroleum, one of Colorado's largest oil and gas drillers, where Watts had worked as an operator. He was fired on Wednesday. Court documents filed by Merson said the girls had been submerged in crude oil for four days.

The affidavit says Watts gave police an aerial photograph of the area and identified three areas where he placed the bodies. Investigators used a drone to search the area and spotted a bed sheet that matched other linens found in the family home, along with fresh dirt.

Family and friends have said they were shocked by the slayings, saying the family seemed happy and Christopher Watts appeared to be a good father. The social media accounts for Shanann Watts, who was from North Carolina, are filled with photos of the family smiling and playing and posts praising her husband and expressing excitement about the couple expecting their third child.

A June 2015 bankruptcy filing showed that the family was dealing with financial strain, including tens of thousands of dollars in credit card debt, student loans and medical bills totaling $70,000 in unsecured claims along with a sizable mortgage.

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