I don't know how severe the steering wheel movement was or whether the wheels were also moving with the steering wheel motion.
If it were me (and I tend to be overly cautious), I would call the dealership to come have the car towed in and it would stay at the shop until they were able to identify a specific cause. In accordance with the terms of the warranty, they will provide you with a replacement if/when it takes more than one day. If they are unable to find something specific to explain and correct this problem, I would ask to speak to the Factory Service Rep. before taking the car back.
Lemon laws in my state (and they vary state by state) give them one and only one opportunity to fix a steering or brake safety issue.
I don't mean to sound alarmist but steering problems have the potential to be a serious safety issue.