Natural events are those that causally occur with perfect uniformity based on pre-existing factors. The laws of nature are those that govern how things are caused to change through time. If things always happen with uniformity based on some set of laws, then this is “natural” by definition. This includes the modern updated versions of the law of gravity, Newton’s laws of motion, etc. A claim that can be shown to be coherent with everything that is understood to be natural is said to be naturalizable. If something happens that is not consistent with the natural laws, such as water being turned into wine, then this is supernatural (assuming that there is no natural law through which water can spontaneously turn into wine).
It is important to understand that although the word “supernatural” has magical and mystical connotations, this can actually be misleading. Although we are far more accustomed to observing natural occurrences, this does not necessarily mean that it is inconceivable that some supernatural event could occur. Such an event would plainly and simply be one that is not subject to the natural laws. There need not be anything otherworldly or paranormal going on. For example, if one believes in libertarian free will or a higher power that can be called God then they believe things that do not obey natural laws and are thus supernatural.
Note that, according to this definition, both physical and nonphysical laws can be natural. There are of course those who argue that no nonphysical laws actually exist, but in theory if any such laws exist, then they would be natural just the same as physical laws so long as they govern how things change through time with perfect uniformity.