This is not a supernatural phenomenon but rather a natural one. Some had already said this is a gateway to heaven or heaven opening up, some say it's a U.F.O. parking their spaceship, uh well... up in the sky, while some say it's HAARP (darn conspiracy theorists and armchair experts).
The natural phenomenon shown in the video above is actually a fallstreak hole, otherwise known as, hole puch cloud, punch hole cloud, canal cloud or cloud hole. It is a large circular gap that can appear in cirrocumulus or altocumulus clouds. Such holes are formed when the water temperature in the clouds is below freezing but the water has not frozen yet due to the lack of ice nucleation particles. When a portion of the water does start to freeze, it will set off a domino effect (series of cause and effect), due to the Bergeron process, causing the water vapor around it to freeze and fall to the earth as well. This leaves a large, often circular, hole in the cloud.
By the way, what is a Bergeron process? I know this is seldom found in your average Science books... but uhm... Well, it is the formation of precipitation in the cold clouds of the mid and upper latitudes by ice crystal growth.
It is believed that a disruption in the stability of the cloud layer, such as that caused by a passing jet, may induce the domino process of evaporation which creates the hole. Such clouds are not unique to some geographic area, as a matter of fact, it had been photographed in the United States, Russia, and other countries where snow occurs.
Because of their rarity and unusual appearance, fallstreak holes are often mistaken for or attributed to unidentified flying objects or the supernatural by the scientifically uninformed.