The term "on cloud nine" is usually attributed to the US Weather Bureau, which once described clouds in numerical sequence, Level Nine being the very highest cumulonimbus [1]. In fact, the Weather Bureau stole the term from Dante's Paradise, in which Cloud Nine was the ninth and highest heaven [2,3].
References
[1] Michael Quinion's "Cloud Nine", which I found through Kalmon in the Clouds' Origami Denmark.
[2] "Origin of the Name 'Cloud Nine'", sheepskin.com (don't laugh... ok laugh!).