By Jon Jordan, NEWS 9

CHICKASHA, Oklahoma -- An investigation is underway into a crash that killed four people, three of them cousins under the age of 18.

The crash happened in Grady County Saturday. Authorities say the girls' car crossed the center line and collided with another car.

The family said the girls had gone to the State Fair the day before and were on their way back, but less than five miles from home the girls collided head on with an oncoming car.

When Jennifer Pena was told her 14-year-old daughter Kaylnn, who she called her rock, had been killed, she struggled to believe it.

"I was like 'It's not going to be Kaylnn.' But then when I seen her and felt her, and I even seen the bruises and her hands were so cold," said Kaylnn's mother Jennifer Pena.

Kaylnn was in the car with her two cousins, Heather Doughty, 17, and Sarah Lane, 15, when authorities say their car, for unknown reasons, crossed the center line striking the oncoming SUV.

Sarah Lane, a mother herself, had given birth to her son just a few months before.

"We told Sarah he was our miracle baby, since he was to make her life better because he would get up in the morning, get us all up," said Sarah's mother Becky Pena.

The girls' deaths haven't only been hard on their family but their closest friends.

"I was friends with them all. We had gone through our fights and the last words I said to any of them was 'We're all in a fight.' And I felt horrible, I just want to say sorry to them," Marissa Lippincott said.

The only thing making it easier, the family said, was the girls, while at the fair, met with a woman who they say changed their lives. Heather sent a text message to her mom saying "I just got saved," providing their families with the belief the girls are in heaven together.

Jennifer Pena said knowing Kaylnn's dad, who is supposed to be released from prison in a few months, can't be at the funeral has made her daughter's death even harder.

As for the car the girls hit, the driver was killed. The passenger is in serious condition at OU Medical Center.

A fund was set up at Focus Credit Union in Chickash for Kaylnn Pena.

Heather Doughty's family released this statement in her memory: Heather Nicole was an honor student who loved her family, most of all her best friend, her mother. She was a sweet, loyal and beautiful young lady. We love her eternally and miss her with all of our hearts.