Vocal & fidgety babies while sleeping?

EveTyer24

My girls are 4 weeks old and SO vocal while they sleep. They will cry for about 10 seconds, moan and groan all while their eyes are closed and they stay out cold throughout it. After they move doing this for a bit, they go back to being as content as can be.

It keeps me on my toes and prevents me from sleeping at night cause I think they are going to wake up. 

Anyone else's baby do this?