There is no such thing as the “Supernatural”. First sentences are supposed to grab attention, I hope I have yours. Of course I can’t say that we understand everything in the Universe, we don’t. Nor can I say that there aren’t things in the Universe that we may never understand, there may well be. But to say that such things are “Supernatural” is to say nothing at all. The concept of the supernatural has no explanatory power, if a phenomenon is observable and has physical effects on the world then it is by definition natural and potentially capable of being explained.
There are those who at this point may start quoting such lines as “There are more things in Heaven….” or “The Universe is not only stranger…” but the simple fact is that we live in a world where physical effects have physical causes. If you see a manifestation that you believe to be a ghost then it is because there are photons that have traveled from it to your eye where they are intercepted by the rhodopsin molecules in the light sensitive cells of you retina and in turn produce a electrical signal that travels along your optic nerve to the visual centres of your brain.
While it can be tempting to label things as things as beyond the knowable or supernatural, this only hampers the intellectual pursuit of answers to the world around us. There was a time when disease, the motion of the planets and why men ever thought the comb-over was a good idea, were inexplicable and could only be thought about in terms of other worldly causes. But now we have germ theory, Newtonian Mechanics and later Relativity and, well, two out of three ain’t bad.