Supernatural is generally called Paranormal, for marketing purposes. If you see an agent or publisher that accepts "paranormal romance" for example, it usually means ghosts or other 'supernatural' elements.
Fantasy, SF, and Horror generally fall into the umbrella category of "speculative fiction" - meaning the ultimate in 'what if?' stories.
Most novels are 'fiction', is what you mean - meaning a made up story. But any novel where the events COULD have happened (meaning possible in our world and with our laws of science, for example) is generally termed 'realistic fiction', sometimes 'literary fiction', and if there are certain elements they could fall under the classification of 'mystery', 'detective novel', 'romance' or another category. You can mix spec fic into that and get fantasy mystery, or fantasy romance. I've even seen paranormal detective stories.
It sounds much more complicated than it is, but if you remember than fantasy or SF contain elements outside of what is generally accepted reality, while paranormal usually walks the line between what is accepted by some if not scientifically proven, you'll do fine.
(See what happens when you ask a library student a question like that?).
*sorry for the derail, I just thought this deserved a complete answer*