Absolutely natural atmospherical phenomenon !
A common name is sun dog or sundog (scientific name parhelion, plural parhelia, from Greek
parēlion, (παρήλιον), παρά
(beside) + ήλιος(sun), "beside the sun"; also called a mock sun) is
an atmospheric phenomenon that creates bright spots of light in the sky, often on a luminous ring
or halo on either side of the sun.[1]
Sundogs may appear as a colored patch of light to the left or right of the sun, 22° distant and
at the same distance above the horizon as the sun, and in ice halos. They can be seen anywhere
in the world during any season, but they are not always obvious or bright. Sundogs are best seen
and are most conspicuous when the sun is low.
I saw this one at the end of a morning, finding the sky weird;
Taking some pictures without knowing what this will give...