If you measure those voltages with a meter you will be reading the average voltage and as your program is generating PWM signals they arent immediately meaningful.
To test the hardware I'd suggest you run a VERY simple sketch just to turn each on in turn with a useful delay, or read in a number and turn on only that LED.
Different LEDs have different forward voltages, so it would be better to measure the voltage levels at the NANO outputs.
When you reference particular equipment its useful to post a link