  We investigate the impact of the direct searches for SUSY at LHC Run I on the
naturalness of the Next-to-Minimal Supersymmetric Standard Model (NMSSM). For
this end, we first scan the vast parameter space of the NMSSM to get the region
where the fine tuning measures $\Delta_Z$ and $\Delta_h$ at the electroweak
scale are less than about 50, then we implement by simulations the constraints
of the direct searches on the parameter points in the region. Our results
indicate that although the direct search experiments are effective in excluding
the points, the parameter intervals for the region and also the minimum reaches
of $\Delta_Z$ and $\Delta_h$ are scarcely changed by the constraints, which
implies that the fine tuning of the NMSSM does not get worse after LHC Run I.
Moreover, based on the results we propose a natural NMSSM scenario where the
lightest neutralino $\tilde{\chi}_1^0$ as the dark matter (DM) candidate is
Higgsino-dominated. In this scenario, $\Delta_Z$ and $\Delta_h$ may be as low
as 2 without conflicting with any experimental constraints, and intriguingly
$\tilde{\chi}_1^0$ can easily reach the measured DM relic density due to its
significant Singlino component. We exhibit the features of the scenario which
distinguish it from the other natural SUSY scenario, including the properties
of its neutralino-chargino sector and scalar top quark sector. We emphasize
that the scenario can be tested either through searching for $3 l + E_T^{miss}$
signal at 14 TeV LHC or through future DM direct detection experiments.
