X0303 4 2011-03-21 0001301063 Alpha Natural Resources, Inc. ANR 0001395684 MCMILLION RANDY L ONE ALPHA PLACE P. O. BOX 2345 ABINGDON VA 24212 1 EVP & Chief Admin. Officer Common Stock 2011-03-21 4 S 0 22250 55.9624 D 87194 D Common Stock 2011-03-21 4 S 0 1474 56.0254 D 85720 D The transactions reported in this Form 4 were effected pursuant to a Rule 10b5-1 trading plan adopted by the reporting person on February 16, 2011. Represents the weighted average sales price for all sales reported in the transaction by reporting person. The actual range of prices for the reported sales in the transaction is $55.8255 to $56.06. Upon request, the reporting person will provide to the SEC's staff, the Issuer or its shareowners, full information regarding the number of shares sold at each separate price. Represents the weighted average sales price for all sales reported in the transaction by reporting person. The actual range of prices for the reported sales in the transaction is $56.02 to $56.05. Upon request, the reporting person will provide to the SEC's staff, the Issuer or its shareowners, full information regarding the number of shares sold at each separate price. /s/ Edythe C. Katz, Attorney-in-Fact 2011-03-21