It appears they were overcome by the carbon monoxide from a generator running in their garage.
Their bodies were discovered by a relative on Wednesday in the family's home in Merrillville.
A well-being check on the home was initiated by a concerned mother who had not heard from daughter for at least two or three days.
They were a family of four just moving in to a new home and a new life. But what appears to be an accident took the lives of Michael Nichols and his wife Kennetha Purnell and their children Matthew and Morgan.
"The gentleman, officer, came out and said that he had to contact his supervisor. Well, my daughter really felt like there was something serious," said Rosemary Purnell.
As family members gather to remember better times on the South Side for the Nichols, from where they'd moved, the neighbors they would have gotten to know search for an explanation
"It was very upsetting because we wish we could have done more for them," said neighbor Janet Yaros.
The house is closed tight and the windows are shut, perfect conditions for carbon monoxide poisoning if a generator is puffing away in an attached garage
"They didn't have any venting," said Illinois fire Marshall Larry Matkaitis. "There was no way for the carbon monoxide to escape. As a result, it just went into the house."
Back on the South Side a mother confronts the reality of the days ahead.
"My iron fist is gone," Rosemary Purnell said. "She was one to let everyone know, make up your mind, do what you need to do to better yourself."
Despite the operating theory that it was carbon monoxide poisoning that took the lives of the four people, that is not an official finding, at least just yet. The Lake County Coroners will be performing the autopsies to confirm that diagnosis, which will happen on Friday.