Calgary police say the disappearance of five-year-old Nathan O'Brien and his grandparents has become "less of a mystery," but investigators still have no motive or suspects they can name.

The boy and his grandparents, Kathy and Alvin Liknes, haven't been seen since Sunday night. The boy's mother arrived to pick him up from a sleepover at his grandparents' home Monday morning only to find it empty. Police said there are signs the three did not leave the house willingly.

Nathan O’Brien was last seen wearing peach-coloured shorts and a blue striped hoodie, say police. (Calgary Police Service)

The Amber Alert that was issued at 5:15 p.m. MT Monday remains active.

Staff Sgt. Doug Andrus said police are pleased with the progress of investigation, but can't say much more.

"We've obtained … video and film from both neighbours' homes and businesses in the area. To give you an exact number, I can't, but again we're in the process of reviewing that," said Andrus.

"I would say it's less a mystery to us," he said. "Are we closer than yesterday? I would say we are."

In addition to the CCTV footage from the area, police have expanded their neighbourhood inquiry zone to talk to more people.

"We have no suspects we can name, but we have information that's allowed us to move forward."

Estate sale investigation

Andrus said there has been a tremendous response from the public.

Police have been interviewing people who were at an estate sale the grandparents held over the weekend in preparation for a move to Edmonton. Investigators said between 200 to 300 people may have passed through, and they're looking to eliminate as many sets of fingerprints as possible by talking to people who were at the estate sale.

Investigators have been at a neighbourhood community centre all day Thursday asking people who bought items from the sale to photograph them and bring the photo to police to determine if anything is missing from the residence after the sale ended.

"We're keeping an open mind, looking at all possibilities, hoping we'll find them alive," said Andrus at a press conference Thursday.

They're also in touch with the Canada Border Services Agency and partnering agencies in the U.S.

Someone knows something, says police chief

Earlier Thursday, the chief of the Calgary Police Service said he is convinced someone knows something about the disappearance of Nathan and his grandparents, who have been missing for four days.

Kathy and Alvin Liknes haven't been seen since Sunday night when grandson Nathan O'Brien stayed over at their Calgary home. (Facebook)

"We are now convinced there are people out there with information," said Chief Rick Hanson.

Four days after the three went missing there are still many unanswered questions, and investigators say the longer it goes on, the more concerned they become.

"We don't know the motive behind this. Right now we have three individuals who have disappeared under suspicious circumstances," said Andrus on Wednesday

Anyone with information is asked to contact the Calgary Police Service at 403-266-1234 or Crime Stoppers at 1-800-222-8477.

Website started to support family

A website has been set up for people to offer messages of support to the family. Police said messages of support have been rolling in from across the country.

The blog has been created as a dedicated place for those messages, along with information on how people can submit tips to Crime Stoppers.

Since the family of Nathan and his grandparents made a plea for their safe return, Calgary police said they have received numerous tips and that those are currently under investigation.