As everyone else has confirmed, yeah, those are probably LEDs.

LEDs are much cheaper in operating costs, but have their downsides, too. (One, as you pointed out - sometimes they're brighter than hell, even in daylight.)
Yellow are still rare, because of the actuall color needed and brighness.

They're also getting beffer at the technology behind them - down here in Atlanta they've started using SMD RED LED lights - so, so many small SMD RED LEDs that when the light is on, you CAN'T see the individual LEDs.
For a while, there were NEON TUBE replacements, but they're no longer used much, except in Pedestrian heads, because life isn't as great, high risk of shock due to the transformer, and if water got into a head, then you got a high-voltage short.

Another problem are the installers and traffic engineers - several companies make 2-color lights, for left-turns and such. (Arrows in Green and Yellow) Problem is they only take up one signal head for two colors. This leads to driver confusion.

One signal I have in my garage has LEDs in it. I rarely turn it on because my neighbors coplain of the light it gives off.

Me.