Tried my best to transcribe by ear. May not be correct in some parts.
A D A E7
Have mercy, have mercy baby, have mercy, have mercy on me.
A D7 A E
Well I went to see the gypsy, to have my fortune read.
A D7
She said man, your baby's gonna leave you.
E A
Her bags are packed up under the bed. I cried.
A D A E7
Have mercy, have mercy baby, have mercy, have mercy on me.
A D7 A E
I said if you leave me baby, girl if you put me down.
A D7 E A
I'm going to the nearest river child, and jump overboard and drown.
[ Tab from: https://www.guitartabs.cc/tabs/j/jeff_lynne/mercy_mercy_crd.html ]
Don't leave me.
A D A
Have mercy, have mercy baby, have mercy, have mercy on me.
Bm A Bm A E
Well now hey baby, hey now, what you trying to do?
Bm A Bm A E
Hey baby, hey now, please don't say we're through.
A D7 A E
I said if you stay baby, I'll tell you what I'm gonna do.
A D7
I'm gonna work two jobs, seven days a week,
E A
and bring my money home to you, well I said.
A D A
Have mercy, have mercy baby, have mercy, have mercy on me.
A D A
Have mercy, have mercy baby, have mercy, have mercy on me.