It all really depends on what *exactly* you mean by 'natural'. For instance, apart from water (at a push as it is distilled and therefore processed), there is absolutely nothing in that list that occurs in nature on it's own.
All the butters and oils from various plants have to be (sometimes heavily) processed from their raw plant state. I would argue (playing devils advocate) that the lye is in fact the most 'natural' non-water chemical in there as it is a very simple molecule and exists in nature as a solution occasionally, whereas nothing else does.......
However, to my limited knowledge, the FO's are completely synthetic and as such are not found in any shape wihtin 'nature'.
And if you are worried about 'chemicals', then every single thing around you is made out of a single, or combination of, chemicals. Chemicals are neither good nor bad, they just are. It is how they are used that counts. Similarly, just because something is 'natural' does not mean it is safe and harmless - there are many natural posions out there, including some that occur in the same plants we use for soap

Cheers,
Adam