We present simultaneous XMM-Newton and INTEGRAL observations of the luminous black hole transient and relativistic jet source GX 339-4. GX 339-4 started an outburst on November of 2006 and our observations were undertaken from January to March of 2007. We triggered five INTEGRAL and three XMM-Newton target of Opportunity observations within this period. Our data cover different spectral states, namely Hard Intermediate, Soft Intermediate and High/Soft. We performed spectral analysis to the data with both phenomenological and more physical models and find that a non-thermal component seems to be required by the data in all the observations. We find a hardening of the spectrum in the third observation coincident with appearance of a broad and skewed Fe K alpha line. In all spectral states joint XMM/EPIC-pn,JEM-X, ISGRI and SPI data were fit with the hybrid thermal/non-thermal Comptonization model (EQPAIR). While this model accounts very well for the high/energy emission observed, it has several drawbacks in the description of the lower energy channels. Our results imply evolution in the coronal properties, the most important one being the transition from a compact corona in the first observation to the disappearance of coronal material in the second and re-appearance in the third. This fact, accompanied by the plasma ejection events detected in radio on February 4 to 18, suggest that the ejected medium is the coronal material responsible for the hard X-ray emission.
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