The bodies of two little girls were submerged in crude oil days before authorities discovered them in Colorado, court documents reveal.

Christopher Watts is accused of killing daughters Bella, four, Celeste, three, and his pregnant wife Shanann, 34, in their home in Frederick, Colorado, on Monday.

Four days later, their bodies were discovered on the property of an oil and natural gas company Watts worked for.

The causes of death are pending further tests, police said.

Image: Christopher Watts was arrested on Wednesday

Watts' defence attorney filed the court documents and asked that DNA swabs be taken from the girls' necks.

The request quotes expert Richard Eikelenboom who believes the oil would not eliminate DNA and said samples can be obtained "after strangulation".

He also recommended taking DNA samples from the girls' hands and the hands and nails of their mother.

After his wife and daughters were reported missing on Monday and before his arrest, Watts told reporters that he missed them.

He said he longed for the simple things like telling his girls to eat their dinner and gazing at them as they watched cartoons.

"I called her three times, texted her three times […] I figured she was just busy," he said during an interview shared by Tomas Hoppough for news channel Denver 7.

"I hope she's somewhere safe right now and with the kids," he added.

Authorities are expected to file formal charged against Watts, who worked as an oil and gas worker. He was fired on Wednesday, the same day he was arrested, the company said.

According to a June 2015 bankruptcy filing, Watts had gotten a job six months earlier as an operator for Andarkco – with his annual salary indicated to be around $61,500 (£48,212).

Ms Watts had worked in a call centre at a children's hospital at the time.

But despite their happy exterior on social media, the family had tens of thousands of dollars in credit card debt.

They also had some student loans and medical bills for a total of $70,000 (£54,876) in unsecured claims on top of a sizeable mortgage.

Ms Watts' upbeat Facebook and Instagram posts about her daughters, pregnancy and love for her husband have left family and friends searching for answers following the murders.

"I just don't understand it," said friend Ashley Bell, who described Christopher Watts as a loving father.

"She didn't give me an indication that there was anything wrong. She seemed pretty happy," he said.

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Ms Watts had recently shared with family and friends that she was pregnant with their third child – a son they had hoped to name Niko.

The case has focused attention on Colorado's lack of a law allowing homicide charges in the violent deaths of foetuses – which is the case in 12 states.

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