The first supernatural element in the story would be the devil, himself. His image cannot be explained with any scientific accounts, and his presence conjures up the image of "the other side." Another supernatural element in the story is the climax. When Tom speaks to God, begging him to be spared, it is almost as if God was listening and his response was the devil's presence at the door. When Tom was picked up by the devil, it was in the dark knight, away from the perceptive eyes of others. This is supernatural, in that it retains a sense of mystery and the unknown. The ending of the story, when Tom's house is burned and his financial record are cinders also retains some element of the supernatural, something that cannot be explained or justified through rational thought. The element of the unexplained pervades the story.
Probably the easiest supernatural element to discuss in this story is the very real presence of the Devil himself. Tom makes a deal with the Devil and is granted special privileges. Another supernatural element isn't quite as concrete. That would be God. As Tom grows older, he begins to worry about his eternal soul, so he turns to church attendance, Bible-reading, and prayer. Tom obviously believes that God the Father must be real, because he knows that the Devil is real. A third supernatural element can be found when Tom declares, "'The devil take me, if I have made a farthing!'" Immediately after that declaration there is a knock on his door. It is the Devil, and he has come to take Tom with him.
Just then there were three loud knocks at the street door. He stepped out to see who was there. A black man was holding a black horse, which neighed and stamped with impatience.
The sudden appearance of the Devil at the door screams otherworldly powers. Plus, when the Devil does take him, his horse is sparking fire behind him. Marvel comics copied this same idea in their "Ghost Rider" comic.
Away went Tom Walker, dashing down the streets, his white cap bobbing up and down, his morning-gown fluttering in the wind, and his steed striking fire out of the pavement at every bound.
Lastly, the final paragraph includes some supernatural suggestions. The area where Tom supposedly first made his deal is said to be haunted.
The very hole under the oak-trees, whence he dug Kidd's money, is to be seen to this day; and the neighboring swamp and old Indian fort are often haunted in stormy nights by a figure on horseback, in morning-gown and white cap, which is doubtless the troubled spirit of the usurer.