In studies of the ensembles of unfolded structures of a four-helix bundle protein, we have detected the presence of potential precursors of native tertiary structures. These observations were based on the perturbation of NMR chemical shifts of the protein backbone atoms by single site mutations. Some mutations change the chemical shifts of residues remote from the site of mutation indicating the presence of an interaction between the mutated and the remote residues, suggesting that the formation of helix segments and helix-helix interactions is cooperative. We can begin to track down the folding mechanism of this protein using only experimental data by combining the information available for the rate limiting structure formation during the folding process with measurements of the site specific hydrogen bond formation in the burst phase, and with the existence prior to the folding reaction of tertiary structures in the ensemble of otherwise unfolded structures observed in the present study.