Concern grew over the whereabouts of three missing college softball players Tuesday, after the search of a North Dakota lake where they often went star-gazing turned up no sign of the students.

Kyrstin Gemar, 22, of Grossmont, Calif.; Afton Williamson, 20, of Lake Elsinore, Calif.; and Ashley Neufeld, 21, of Brandon, Manitoba in Canada, all play softball for Dickinson State University in Dickinson, N.D. They vanished Sunday night.

Dive teams found no trace of the three during their search of Patterson Lake, where the students often went to look at stars, Dickinson Police Lt. Dave Wallace said Tuesday.

A friend reported getting two phone calls from the two of the women late that evening. The caller mentioned that they were near a lake and water and indicated they needed help before the line went dead, police said. The women were believed to be in a white 1997 Jeep Cherokee with California plates when they were last heard from, authorities said.

Police described the first as a "very scratchy" call for help.

Kyrstin Gemar's father Lenny told Fox News on Tuesday that new information from Verizon has helped investigators narrow their search.

"There were calls made from two different girls to two different girls," Lenny Gemar said. "It was very apparent from both calls that there was some kind of an emergency."

Wallace said the calls came from two different phones. Authorities were trying to work with the local cell phone company to try to pin down the locations of where the calls were made, police said.

One of the friends who received the calls dialed 911 to report that the women needed help, police said. Foul play was not suspected in their disappearance but was not being ruled out, police said.

"I think I'm still in the shock phase," Lenny Gemar said Tuesday during a news conference at police headquarters. "It's really tough, especially not knowing. That's the hardest part."

Gemar said his wife, Clare, talked to their daughter late Saturday night but there was no indication that anything was wrong. He said it was not uncommon for his daughter and her friends to go star gazing on the spur of the moment.

Neufeld's father, Phil, declined comment other than to say the "cooperation and support is amazing here."

Police also said they searched the women's rooms and were interviewing their classmates, friends and people near Killdeer, north of Dickinson.

"From what we're finding out, these are three very good girls and this is uncommon that they would do something like this," said police Lt. Rod Banyai. Authorities notified Canadian border officials and were told that the Jeep had not crossed the border, he said.

At Dickinson State, where the women were stars on the school's softball team, the mood on campus was "apprehensive" but also "guardedly optimistic," said the university's Vice President Hal Haynes. Students at the 2,700-student school led a prayer service Monday night that drew more than 300 people, he said.

"People are hopeful and doing whatever is possible to aid in this effort to find these three young ladies," he said.

The college lists Gemar as a senior business major who played third base on the softball team. Neufield is a senior outfielder who is working on a degree in psychology, and Williamson, a junior, is a pitcher majoring in psychology with a minor in coaching.

"It's scary. It's just a numbing feeling that you have for those kids. There's just so many questions — you're almost speechless because you don't know much," Dickinson State softball coach Guy Fridley said.

Gemar told ABC's "Good Morning America" in a telephone interview that his daughter and her friends often went to Patterson Lake near Dickinson to "just look up at the stars and ... chat about the things that teenagers will chat about."

Police have refused to speculate on what might have happened to the trio.

Afton Williamson's eighth-grade softball coach, Lisa Trovato, told FoxNews.com that she's a "quiet girl" whose life has always revolved around her sport.

"She wasn't a partier. She was always very straight-laced," Trovato, 39, of Menifee, Calif., said Tuesday. "She's an extremely level-headed, safe girl who lived to play softball. ... It's a real shock."

FoxNews.com's Catherine Donaldson-Evans and The Associated Press contributed to this report.