The XMM deep survey in the CDF-S IV. Compton-thick AGN candidates

The Chandra Deep Field is the region of the sky with the highest concentration of X-ray data available: 4 Ms of Chandra and 3 Ms of XMM-Newton data, allowing excellent quality spectra to be extracted even for faint sources. We took advantage of this to compile a sample of heavily obscured active galactic nuclei (AGN) using X-ray spectroscopy. We selected our sample among the 176 brightest XMM-Newton sources, searching for either flat X-ray spectra (Gamma < 1.4 at the 90% confidence level) suggestive of a reflection dominated continuum or an absorption turn-over suggestive of a column density higher than approximate to 10(24) cm(-2). We found a sample of nine heavily-obscured sources satisfying the above criteria. Four of these show statistically significant FeK alpha lines with large equivalent widths (three out of four have equivalent widths consistent with 1 keV) suggesting that these are the most certain Compton-thick AGN candidates. Two of these sources are transmission dominated while the other two are most probably reflection dominated Compton-thick AGN. Although this sample of four sources is by no means statistically complete, it represents the best example of Compton-thick sources found at moderate-to-high redshift with three sources at z = 1.2-1.5 and one source at z = 3.7. Using Spitzer and Herschel observations, we estimate with good accuracy the X-ray to mid-IR (12 mu m) luminosity ratio of our sources. These are well below the average AGN relation, independently suggesting that these four sources are heavily obscured.