We propose a new approach to the missing baryons problem. Building on the common assumption that the missing baryons are in the form of the Warm Hot Intergalactic Medium (WHIM), we further assumed here that the galaxy luminosity density can be used as a tracer of the WHIM. The latter assumption is supported by our finding of a significant correlation between the WHIM density and the galaxy luminosity density in the hydrodynamical simulations of Cui et al. (2012). We further found that the fraction of the gas mass in the WHIM phase is substantially (by a factor of $sim$1.6) higher within the large scale galactic filaments, i.e. $sim$70%, compared to the average in the full simulation volume of $sim$0.1,Gpc$^3$. The relation between the WHIM overdensity and the galaxy luminosity overdensity within the galactic filaments is consistent with linear: $delta_{rm whim},=,0.7,pm,0.1,times,delta_mathrm{LD}^{0.9 pm 0.2}$. We applied our procedure to the line of sight to the blazar H2356-309 and found evidence for the WHIM in correspondence of the Sculptor Wall (z $sim$0.03 and $log{N_H}$ = $19.9^{+0.1}_{-0.3}$) and Pisces-Cetus superclusters (z $sim$0.06 and $log{N_H}$ = $19.7^{+0.2}_{-0.3}$), in agreement with the redshifts and column densities of the X-ray absorbers identified and studied by Fang et al. (2010) and Zappacosta et al. (2010). This agreement indicates that the galaxy luminosity density and galactic filaments are reliable signposts for the WHIM and that our method is robust in estimating the WHIM density. The signal that we detected cannot originate from the halos of the nearby galaxies since they cannot account for the large WHIM column densities that our method and X-ray analysis consistently find in the Sculptor Wall and Pisces-Cetus superclusters.