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In Wireless Sensor Networks (WSN), data gathering using mobile sinks typically incurs constant propagation of sink location indication messages to guide the direction of data reporting. Such behavior is undesirable, especially when the sensor network scale increases, as frequent message flooding will cause serious congestion in network communication and significantly impair the sensor network lifetime. In this paper, we propose a proactive data reporting protocol, SinkTrail, which achieves energy efficient data forwarding to multiple mobile sinks, and effectively reduces the number of sink location broadcasting messages. SinkTrail is unique in two aspects: (1) it allows sufficient flexibility in the movement of mobile sinks to dynamically adapt to unknown terrestrial changes; and (2) without assistance of GPS or predefined landmarks, SinkTrail establishes a logical coordinate system for predicting and tracking mobile sinks' locations, thereby significantly saves energy consumed during the data reporting process. We systematically analyze the impact of several design factors in SinkTrail and explore potential design improvements. The simulation results demonstrate that SinkTrail outperforms the Frequent Flooding Method (FFM) in finding shorter routing path and consumes less energy during data gathering process.