Regarding this page:
http://docs.mongodb.org/manual/reference/method/cursor.sort/

This contains a neat description of the use of .sort() specifically after a .find() and has a section at the bottom covering the special $natural operator.

The page should make it clear that the use of $natural effectively disables the use of most indexes.

There are some cases, particularly involving _id where $natural seems to work but these cases appear to be side-effects rather than intentional design choices.