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People in Shakespeare's day believed in a concept known as the Chain of Being, an idea in which all of live is connected with God at the top of the chain and nature at the bottom. The king is directly below God in this chain, and because the king is killed, the natural order is disturbed, so all of the Chain suffers, even nature.
Six strange events occur in nature in response to Duncan's murder. In Act 2, scene 3, Lennox tells us that chimneys are blown down from unusually strong winds, strange "screams of death" as well as the owl's cries are heard throughout the night, and there was an earthquake. Later, in scene 4 in a conversation between Ross and the Old Man, we learn that an eclipse has occurred, an owl has killed a falcon, and Duncan's horses have gone wild, broken out of their stalls and eaten each other. All of these events are a direct result of the king's death.
For more information about the Chain of Being, check the first link below.
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