I don't think that methodological naturalism asserts that there is nothing supernatural--that to my understanding would be 'philosophical naturalism'. Methodological naturalism is not so much a doctrine or belief, as it is an attitude or approach to inquiry.
But to state my own position plainly, I think that Epicurus was a philosophical naturalist, who further employed methodological naturalism in his study of nature.
By contrast, Dr. Francis Collins who is a renowned geneticist and was the the head of the Human Genome Project is not at all a naturalist, being a Christian, but in his scientific work he sought natural explanations for the phenomena of nature.