How to figure out which column/value the COALESCE operator successfully selected?

I have a table that I wish to find the first non-null value from 3 (and only 3) columns for each ID starting with Col1 then to Col2 then to Col3

Note: Col3 is NEVER NULL

ID    Col1    Col2    Col3
------------------------------
1     A       B       X
2     NULL    C       X
3     NULL    NULL    X
4     D       NULL    X

To get the correct column for each value I use the following SQL Select

SELECT    ID,
          COALESCE(Col1, Col2, Col3) AS Col
FROM      MyTable

which returns the following and works just fine

ID    Col
-------------
1     A
2     C
3     X
4     D

What I want is a third column returned indicating which column the coalesce was successful on. The following is the result set that I wish to produce:

ID    Col    Source
-----------------------
1     A      Col1
2     C      Col2
3     X      Col3
4     D      Col1