Why does creating a video element dynamically using jQuery not work in IE9

I am trying to recreate the following with Jquery

<video width="640" height="264" autoplay>
    <source src="http://video-js.zencoder.com/oceans-clip.mp4" type="video/mp4" />
    <source src="http://video-js.zencoder.com/oceans-clip.webm" type="video/webm" />
    <source src="http://video-js.zencoder.com/oceans-clip.ogv" type="video/ogg" />
</video>

http://jsfiddle.net/4bkpU/2/

I have come up with the following but in IE9 the video element is empty, can anyone tell me why and what I would need to change to be able to dynamically add videos in IE9? It works fine in Firefox, Chrome and Safari.

HTML

<div id="videoHolder">
</div>

JQuery

var video = $('<video width="640" height="264" autoplay></video>')
            .append('<source src="http://video-js.zencoder.com/oceans-clip.mp4" type="video/mp4" />')
            .append('<source src="http://video-js.zencoder.com/oceans-clip.webm" type="video/webm" />')
            .append('<source src="http://video-js.zencoder.com/oceans-clip.ogv" type="video/ogg" />')
            .appendTo($("#videoHolder"));

UPDATED - closed the video tag above and addded new link

http://jsfiddle.net/8Cevq/