Nambo: You are familiar with medicine balls? imagine one being fired from a cannon and aimed at my head, there is nothing that could have made that explosive thump and not broken the old fashioned single pane glass, that wasnt supernatural.
Translation: I'm personally unaware of the nearly infinite possible natural scenarios that could've made such a noise, therefore a supernatural explanation is better than reserving judgment and saying, "I don't know what caused the noise but it wasn't within my narrow range of auditory experiences."
How can anyone be so sure of himself to know his or her senses & psyche were not duped (or had not duped him), ergo it must be invisible spirits? Which is more likely?
EDIT: I'm sorry if I sound like I'm coming down on you hard, Nambo, but when people label events as supernatural because no natural explanation is clear to them, it gets my goat sometimes. "I don't know" deserves far more respect than it gets.