JERSEY CITY, N.J. (CBSNewYork) — A parachutist has died after plunging into the water during a naval Fleet Week demonstration near Liberty State Park in New Jersey Sunday afternoon.

As CBS2’s Brian Conybeare reported, people were gathered at Liberty State Park for a patriotic Memorial Day weekend demonstration by the elite U.S. Navy parachute team known as the Leap Frogs.

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But around 12:10 p.m., a Navy SEAL jumped from a helicopter wound up free-falling into the waters of New York Harbor. His yellow chute somehow separated from him and landed in a Jersey City parking lot on Hudson Street a few blocks away.

“The Navy Seal’s parachute failed to open properly and he landed in the water adjacent to Liberty State Park. He was retrieved immediately by U.S. Coast Guard personnel and the Jersey City Fire Department Marine Unit – who were specifically standing by in vessels to support the event,” Adm. Jack Scorby told reporters, including 1010 WINS’ Carol D’Auria and WCBS 880’s Myles Miller. “He was taken to Jersey City Medical Center where I’m sad to say, that unfortunately, he was pronounced dead.”

A witness, Bjoern Kils, was on his boat about 100 feet away when other members of the Leap Frogs team landed safely.

“As they were landing out of the corner of my eye, I saw a splash and I heard a very distinct thump,” he said. “It’s terrible; very disturbing; very sad.”

The emergency response was instant.

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As part of Fleet Week, the U.S. Coast Guard and Jersey City police marine units were patrolling the water off Liberty State Park as a precaution. One Coast Guardsman immediately dove in and pulled the victim out, but it was already too late to save him.

It was a terrible end to what was supposed to be a celebration honoring the nation’s war heroes.

Spectators were left shaken and praying for the victim’s family.

“Considering I have a son in the military, you going for some that you know, somebody’s got to report that back to their family, and it’s horrible,” said spectator Juan Marin.

Naval officials are currently investigating what caused the parachutist’s gear to malfunction.

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Divers were in the water looking for evidence Sunday night, but called off their search after it got dark.