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Supernatural, as far as I can understand the term, means something taken, imposed, intruding from outside the nature(the implied feeling of something descending from above as with 'super' prefix nevertheless may be stretched to contain "outside" meaning).
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Then again, one might describe the Valar and the Elves as "supernatural" in the sense that they are not governed by the normal, cyclical laws of nature which impose a limited life span on natural creatures and which require that such creatures eventually die so as to make way for the next generation. Since (while Arda endures at least) neither the Valar nor the Elves die of old age, they are in that sense outside nature and therefore supernatural. Might it not therefore be fitting to describe their powers as supernatural?