My aunt sang it to us as:

Mr moon, moon, bright and shiny moon
Hiding behind that tree
Mr moon, moon bright and shiny moon
Please shine down on me

Oh how I'd love to watch you but I got to run
Cause there's a man behind me with a big shotgun

My aunt sang it to us as:
Mr moon, moon, bright and shiny moon
Hiding behind that tree
Mr moon, moon bright and shiny moon
Please shine down on me