High-energy observations of the state transition of the X-ray nova and black hole candidate XTE J1720-318

10 pages, 7 figures, 2 tables, accepted for publication in Astronomy and AstrophysicsWe report the results of extensive high-energy observations of the X-ray transient and black hole candidate XTE J1720-318 performed with INTEGRAL, XMM-Newton and RXTE. The source, which underwent an X-ray outburst in 2003 January, was observed in February in a spectral state dominated by a soft component with a weak high-energy tail. The XMM-Newton data provided a high column density Nh of 1.2*e22 cm^{-2} which suggests that the source lies at the Galactic Centre distance. The simultaneous RXTE and INTEGRAL Target of Opportunity observations allowed us to measure the weak and steep tail, typical of a black-hole binary in the so-called High/Soft State. We then followed the evolution of the source outburst over several months using the INTEGRAL Galactic Centre survey observations. The source became active again at the end of March: it showed a clear transition towards a much harder state, and then decayed to a quiescent state after April. In the hard state, the source was detected up to 200 keV with a power law index of 1.9 and a peak luminosity of 7*e36 erg s^{-1} in the 20-200 keV band, for an assumed distance of 8 kpc. We conclude that XTE J1720-318 is indeed a new member of the black hole X-ray novae class which populate our galactic bulge and we discuss its properties in the frame of the spectral models used for transient black hole binaries