Hi Hal,
I always wondered where that "analysts estimates" number came from in the Market Watch reports that come out after the EIA stocks report.

Finally found it:
storage inventory build for June 23 2011 published 6/22
http://www.naturalgasinvesting.org/2011/06/analysts-forecast-87-to-91-bcf-inventory-build.html
found in google search with search string "platts natural gas storage estimate june 22"
above page was first in list

Below is result - estimate made on Wed. of what the Ng stocks change will be:
June 22, 2011
Analysts Forecast 87 to 91 Bcf Inventory Build

Natural gas analysts surveyed by Platts are estimating a natural gas inventory
build between 87 to 91 billion cubic feet for the week ended June 17, 2011.

The EIA will report weekly natural gas inventory data at 10:30 ET on Thursday
June 23, 2011.

In Wednesday trading on the NYMEX natural gas for July delivery settled down
1.6% to $4.32 per million British thermal units.
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I have no clue how the estimated build will relate to tomorrows "price action" if the actual change in storage is above/below the estimates. Will see tomorrow.

I notice the above includes today's (Wed. 6/22) closing price for the July contract. So this report has to come out end of day - after today's trading.

I quit here for now, we'll see what happens tomorrow.

This is becoming an extremely interesting exercise.
There is a "lot going on" with this weekly storage report.

The LTD for the July Ng contract is 6/28. Who "can take delivery" ?? Not many !! I suspect "ownership" just changes hands in the "storage facility" and is delivered as needed/consumed by the "end user", be it a gas fired power plant, or a "utility retail distributor" to homes and factories. [The storage facility "rents" storage space.]

Please comment with any thoughts, but it is becoming patently clear why the price of Ng fluctuates so wildly !!!

For fun here, the estimate is a build of 87 to 91.
So if the build is less than 87, supply has decreased and you would expect price to go up, greater than 91, supply has increased and price should go down. In between, who knows.
Bet it does not come out that way !!!!

Lee