CHICAGO (WLS) -- A pregnant woman and a man were fatally shot early Friday morning on Chicago's South Side.The victims were in a red vehicle in an alley in the 400-block of West 103rd Street in the city's Fernwood neighborhood when someone walked up and opened fire, police said.The man died at the scene, police said. The woman was shot three times in the chest and was transported in critical condition to Advocate Christ Medical Center, where she died.The victims were identified as Terrence Carter, 33, and Charnella Lemon, 20, according to the Cook County Medical Examiner's Office.It is unclear how far along the woman was in her pregnancy. She managed to deliver her child before she succumbed to her injuries. As of 4 p.m., the newborn was listed in very critical condition.Eugene , a neighbor, said he heard the gunshots and called 911."I usually do my routine, come out and walk and go to the garbage can. I heard a pop, pop - couple shots. I went to the garbage can in the alley and I seen a lady in the alley. So I called 911, that's all," Williams said.Williams said he did not see anyone with the woman."But when the police all came, they said there was a guy in the car. But I didn't see anyone, but the lady in the alley. She was saying, 'Help me,' so I called 911," he said.