- Statement of Changes in Beneficial Ownership (4)

FORM 4 [ X ] Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).	UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES	OMB APPROVAL OMB Number: 3235-0287 Expires: February 28, 2011 Estimated average burden hours per response... 0.5
	Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934, Section 17(a) of the Public Utility Holding Company Act of 1935 or Section 30(f) of the Investment Company Act of 1940

1. Name and Address of Reporting Person * Sears Steve Edgar	2. Issuer Name and Ticker or Trading Symbol MASSEY ENERGY CO [ MEE ]	5. Relationship of Reporting Person(s) to Issuer (Check all applicable) _____ Director                      _____ 10% Owner __ X __ Officer (give title below)      _____ Other (specify below) VP, Sales & Marketing
(Last)          (First)          (Middle) C/O MASSEY ENERGY COMPANY, 4 NORTH 4TH STREET	3. Date of Earliest Transaction (MM/DD/YYYY) 6/1/2011
(Street) RICHMOND, VA 23219 (City)        (State)        (Zip)	4. If Amendment, Date Original Filed (MM/DD/YYYY)	6. Individual or Joint/Group Filing (Check Applicable Line) _ X _ Form filed by One Reporting Person ___ Form filed by More than One Reporting Person

Table I - Non-Derivative Securities Acquired, Disposed of, or Beneficially Owned
1.Title of Security (Instr. 3)	2. Trans. Date	2A. Deemed Execution Date, if any	3. Trans. Code (Instr. 8)		4. Securities Acquired (A) or Disposed of (D) (Instr. 3, 4 and 5)			5. Amount of Securities Beneficially Owned Following Reported Transaction(s) (Instr. 3 and 4)	6. Ownership Form: Direct (D) or Indirect (I) (Instr. 4)	7. Nature of Indirect Beneficial Ownership (Instr. 4)
			Code	V	Amount	(A) or (D)	Price
Common Stock	6/1/2011		D		12323   (1)	D	(1)	0	D
Common Stock	6/1/2011		D		5923   (1)	D	(1)	0	I	By 401(k) Plan

Table II - Derivative Securities Beneficially Owned ( e.g. , puts, calls, warrants, options, convertible securities)
1. Title of Derivate Security (Instr. 3)	2. Conversion or Exercise Price of Derivative Security	3. Trans. Date	3A. Deemed Execution Date, if any	4. Trans. Code (Instr. 8)		5. Number of Derivative Securities Acquired (A) or Disposed of (D) (Instr. 3, 4 and 5)		6. Date Exercisable and Expiration Date		7. Title and Amount of Securities Underlying Derivative Security (Instr. 3 and 4)		8. Price of Derivative Security (Instr. 5)	9. Number of derivative Securities Beneficially Owned Following Reported Transaction(s) (Instr. 4)	10. Ownership Form of Derivative Security: Direct (D) or Indirect (I) (Instr. 4)	11. Nature of Indirect Beneficial Ownership (Instr. 4)
				Code	V	(A)	(D)	Date Exercisable	Expiration Date	Title	Amount or Number of Shares
Employee Stock Options (right to buy)	$29.945	6/1/2011		D			6927   (2)	11/15/2005   (2)	11/15/2014	Common Stock	6927   (2)	$0   (2)	0	D
Employee Stock Options (right to buy)	$38.995	6/1/2011		D			6927   (3)	11/14/2006   (3)	11/14/2015	Common Stock	6927   (3)	$0   (3)	0	D
Employee Stock Options (right to buy)	$24.73	6/1/2011		D			5000   (4)	11/12/2007   (4)	11/12/2016	Common Stock	5000   (4)	$0   (4)	0	D
Employee Stock Options (right to buy)	$28.96	6/1/2011		D			4082   (5)	11/12/2008   (5)	11/12/2017	Common Stock	4082   (5)	$0   (5)	0	D
Employee Stock Options (right to buy)	$19.5	6/1/2011		D			7234   (6)	11/10/2009   (6)	11/10/2018	Common Stock	7234   (6)	$0   (6)	0	D
Employee Stock Options (right to buy)	$34.05	6/1/2011		D			3674   (7)	11/9/2010   (7)	11/9/2019	Common Stock	3674   (7)	$0   (7)	0	D
Employee Stock Options (right to buy)	$49.58	6/1/2011		D			2555   (8)	(8)	11/23/2020	Common Stock	2555   (8)	$0   (8)	0	D
Restricted Units (phantom stock units)	(9)	6/1/2011		D			2753   (9)	(9)	(9)	Common Stock	2753   (9)	$0   (9)	0	D

Explanation of Responses:
( 1)	Disposed of pursuant to the Agreement and Plan of Merger, dated as of January 27, 2011, among Massey Energy Company ("Massey") and Alpha Natural Resources, Inc. ("Alpha") and Mountain Merger Sub, Inc. Each share of Massey common stock was exchanged for (i) 1.025 shares of Alpha common stock and (ii) $10.00 in cash, without interest (the "Merger Consideration"). Includes 4,351 restricted shares that vested and converted into the Merger Consideration. Any fractional share will be paid in cash.
( 2)	This previously vested option was converted pursuant to the Merger Agreement into an option to purchase 8,387 shares of Alpha common stock at $24.73 per share, with the same terms and conditions as the original Massey stock option.
( 3)	This previously vested option was converted pursuant to the Merger Agreement into an option to purchase 8,387 shares of Alpha common stock at $32.21 per share, with the same terms and conditions as the original Massey stock option.
( 4)	This previously vested option was converted pursuant to the Merger Agreement into an option to purchase 6,054 shares of Alpha common stock at $20.42 per share, with the same terms and conditions as the original Massey stock option.
( 5)	This previously vested option was converted pursuant to the Merger Agreement into an option to purchase 4,942 shares of Alpha common stock at $23.92 per share, with the same terms and conditions as the original Massey stock option.
( 6)	Options for 4,823 shares were currently vested. The option provided that the remaining options for 2,411 shares vest and become exercisable on November 10, 2011. This option vested and was converted pursuant to the Merger Agreement into an option to purchase 8,759 shares of Alpha common stock at $16.10 per share, with the same terms and conditions as the original Massey stock option.
( 7)	1,225 options previously vested and 1,224 shares vest on November 9, 2011 and 1,225 shares vest on November 9, 2012. This option vested and was converted pursuant to the Merger Agreement into an option to purchase 4,448 shares of Alpha common stock at $28.12 per share, with the same terms and conditions as the original Massey stock option.
( 8)	The option provided that 852 shares vest on November 23, 2011, 851 shares vest on November 23, 2012 and 852 shares vest on November 23, 2013. This option vested and was converted pursuant to the Merger Agreement into an option to purchase 3,093 shares of Alpha common stock at $40.95 per share, with the same terms and conditions as the original Massey stock option.
( 9)	The reporting person held 2,753 restricted units. Pursuant to the Merger Agreement, the restricted units were cancelled and the reporting person will receive a cash payment, without interest, equal to the product of (A) the sum of (x) 1.025 multiplied by the average of the volume weighted average price per share of Alpha common stock on the New York Stock Exchange on each of the last five consecutive trading days prior to the effective time of the merger (rounded to the nearest one-tenth of a cent) and (y) $10.00 in cash and (B) the number of shares of Massey common stock subject to the Massey restricted stock units immediately prior to the effective time of the merger.

Reporting Owners
Reporting Owner Name / Address	Relationships
	Director	10% Owner	Officer	Other
Sears Steve Edgar C/O MASSEY ENERGY COMPANY 4 NORTH 4TH STREET RICHMOND, VA 23219			VP, Sales & Marketing

Signatures
/s/ Richard R. Grinnan, attorney-in-fact		6/3/2011
** Signature of Reporting Person		Date

Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
*	If the form is filed by more than one reporting person, see Instruction 4(b)(v).
**	Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
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