I know one can write an assembler program, and I assume call it from within Natural batch, to get DSN, Procname, Stepname and other batch JCL information.
However, I am hoping that Natural already has a module or function(s) to accomplish this task.
They have an add-on product called Entire System Server that gives you that capability in Natural. It does all sorts of system level stuff like that. It is also comes with Natural ISPF which gives you an ISPF-like editor inside of Natural.