The X-ray flux of Nova V2491 Cyg reached a maximum some forty days after optical maximum. The X-ray spectrum at that time, obtained with the RGS of XMM-Newton, shows deep, blue-shifted absorption by ions of a wide range of ionization. We show that the deep absorption lines of the X-ray spectrum at maximum, and nine days later, are well described by the following phenomenological model with emission from a central blackbody and from a collisionally ionized plasma (CIE). The blackbody spectrum (BB) is absorbed by three main highly-ionized expanding shells; the CIE and BB are absorbed by cold circumstellar and interstellar matter that includes dust. The outflow density does not decrease monotonically with distance. The abundances of the shells indicate that they were ejected from an O-Ne white dwarf. We show that the variations on time scales of hours in the X-ray spectrum are caused by a combination of variation in the central source and in the column density of the ionized shells. Our phenomenological model gives the best description so far of the supersoft X-ray spectrum of nova V2491 Cyg, but underpredicts, by a large factor, the optical and ultraviolet flux. The X-ray part of the spectrum must originate from a very different layer in the expanding envelope, presumably much closer to the white dwarf than the layers responsible for the optical/ultraviolet spectrum. This is confirmed by absence of any correlation between the X-ray and UV/optical observed fluxes.