The Warren County Sheriff says that he believes the man came to Lake George with the girls on Saturday and the shooting happened some time Monday.
Investigators say nobody reported hearing any gunshots at the Adirondack Camping Village on Finkle Farm Road in Lake George. The grizzly aftermath of an apparent murder-suicide went unnoticed for hours.
"The owner of the campsite noticed that the vehicle was there yesterday morning, it looked like he was leaving, noticed that the back was up on the car. He went by again 24 hours later, noticed the car looked the same so he thought something looked suspicious," said Warren County Sheriff Nathan "Bud" York.
Sheriff York says that 29-year-old Adam Parcells used a rifle to shoot and kill his daughters 10-year-old Noel and 3-year-old Mia before he turned the gun on himself.
"The girls each had more than one round in them and we believe there's a self-inflicted gunshot wound from the father," said York.
"Why did he have to do this to two little girls?" asked Bonnie St. John.
St. John lives next door to the Hilton, New York home where Adam Parcells lived with Mia.
"The past four to five months, I knew things were not good," said St. John.
Sheriff York says the girls had different mothers. Adam Parcells was apparently separating from Mia's mother. Investigators say Noel's mother had reported the girl missing out of Rochester on Friday.
"I'm sure there's a huge history from the Rochester area which you probably will have to get from those folks out there," said Sheriff York.
Tuesday night, Rochester police were not saying anything about the Parcells family or any missing persons report.
A department spokesman says more information may be available Wednesday.