Blimey, that would proper shake me up too. What sort of shape was it - could you make out anything or was it just a light?
I live out in Cumbria and we get some weird stuff over the fields now and then but nothing I've actually stopped and thought "right, that is not normal." You sound like you're still rattled and honestly I think thats the thing people don't talk about enough, its not just what you saw its the feeling it leaves behind that sticks with you.
Did you have your phone on you? Even a blurry photo would be something. Would love to hear more details mate.