They said they have a private diver on standby if the Coast Guard decides not to search for bodies.
"We need to know," said Jack Smith, whose two nephews' bodies were pulled from the water three hours after the boat went down Tuesday.
Only one of the seven crew members of the Lady Mary is known to have survived.
The Coast Guard called off the search Wednesday night, 37 hours after it first responded to an emergency radio beacon from the 71-foot scallop boat.
"We conducted our search and rescue operation for any remaining survivors, but unfortunately we did not find any," Coast Guard Lt. Gene Maestas said Thursday. "I can't speculate where the Coast Guard will go from here or what our future actions might be."
The extensive search failed to turn up any trace of Tarzan Smith, 59, and William Torres, both of Wildwood, N.J.; Frankie Credle, who had been living on the boat; and Frank Reyes of Cape May Court House, N.J.
On Tuesday, the bodies of Roy "Bobo" Smith Jr., 42, and his brother, Timothy "Timbo" Smith, 37, both of Middle Township, N.J. were recovered.
The sole survivor of the sinking was Jose Luis Arias, 57, a native of Chiapas state in Mexico who lived in Wildwood, N.J. and Raleigh, N.C.
In a three-hour interview with the Coast Guard on Wednesday, Arias was unable to shed much light on what might have caused the sinking.
Maestas said Arias gave much the same account to Coast Guard investigators that he gave to The Associated Press: that he was awakened by Tim Smith who was yelling that the boat was sinking, quickly put on a cold water survival suit he had next to his bed, and jumped off the deck into the ocean minutes before the boat sank.
Arias speculated that the boat might have listed from the weight of a net full of scallops being hauled aboard, but acknowledged that was just a theory. The lack of other survivors is making it more difficult to piece together what happened to the boat, Maestas said.
The Coast Guard and the National Transportation Safety board are looking into it, Maestas added.
In the meantime, relatives and friends mourned the dead.
"Goodbye meant forever, so we always said, 'See you later,"' Stacy Greene, Roy Smith Jr.'s fiancee, told The Press of Atlantic City. "He died doing what he loved. He was a man at peace when he was on the ocean."
Reyes' wife, Gennette, said her husband only recently became a commercial fisherman after years as a restaurant cook. He had three children, ages 6 to 18.
"I need his body!" she told the newspaper. "I know it's there."
Smith Jr. was described as an easygoing man who was often the center of attention at family parties. He was stepfather to three grown children.
Jack Smith told The Associated Press his relatives were longtime fishermen.
"You could say we had saltwater in the veins," he said. "It's what we do and what we've always done."
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