I think the 'supernatural' world is that part of the world that, by definition, is not detectable or evidenced through science.
500 years ago, the physics behind electrical currents, magnetism, and such were probably considered 'supernatural'. If you had a flashlight to show a medieval king, you'd probably be branded as some sort of witch or demon for possessing a supernatural artifact.
Right now, scientists are struggling to explain the apparent increase in the expansion of the universe. Dark energy? Dark matter? Apparently the MAJORITY of our universe's matter and energy are of this 'Dark' variety, meaning we can't detect it or manipulate it, but it's apparently there and having an effect of the way things work.
The existence of an entirely different realm of matter an energy that co-exists with us in this universe seems pretty supernatural to me... if you start looking into the crazy advanced physics theories, you realize that the supernatural is real, at least theoretically... science just can't seem to explain it yet.
Teilhard (a French catholic priest who died in the 1950's) theorized that humanity is evolving along a set path, to the 'Omega Point', where life becomes aware of everything and unifies with the divine, the center of the consciousness of the universe.
That's a pretty optimistic outlook, but it makes some sense to me. In a way, you could say that the supernatural encompasses all of the consciousness and understanding we have yet to attain; all the other life, energy, and interaction that we as people are not yet capable of comprehending. As we continue to advance, the 'natural' and 'supernatural' are gradually reconciled, until eventually we reach the Omega Point.