Pretty cool (for a noise inclined guy like me anyway), I was just listening to it again, it actually sounds like a couple of stations overlapping, AM band I suppose.
VERY cool. It was almost certainly AM- AM radio is quite easy to pick up and decode, both because of the very low frequencies involved (it tops out well below 2MHz, which is practically DC as far as weird high-frequency behavior is concerned) and because it's such a simple modulation scheme.
In fact, if I stretch my memory back to my communications class, the simplest AM receiver is basically an antenna with an amplifier feeding a diode with a low-pass filter attached. REALLY easy to make, and in fact, almost exactly what you have there.