Following the natural or realistic look of a scene in a movie production doesn't necessarily mean not having to light up the set anymore. Although the camera conceptually follows the concept of how the human eye sees things, this mechanical device doesn't have the power to adjust itself on its own to see things well, unless the camera operator or cinematographer sets it up accordingly. The people behind-the-scene should understand how the camera sees things depending on how it is set prior to shooting.
Natural lighting can either require a more extensive list of lighting equipment to keep up with the strength of the sunlight when having to alter how the light falls on the set or a minimal list of lighting equipment when simply following or enhancing how the actual sun, moon or street light falls on the set.
Glossy film lighting is quite similar to natural lighting, but it provides more enhancements, and at times, it employs a look beyond what is seen as real. When using a glossy film lighting treatment for an outdoor scene, the production uses a lot of big and expensive camera, lighting and grip equipment to create more moody or fantastic looks and effects.
Glossy film lighting makes the scene look more polished, lustrous, stylish or artistic beyond the usual. It usually showcases well-lit subjects, sets and backgrounds with attractive highlights, midtones and shadows.
Day for night lighting refers to shooting a scene in a location during daytime, but it is intended to be seen as a night scene in the movie. Day for night lighting requires careful measurements and knowledge of exposures, apertures -- film camera opening --- and shutter speed --- how fast the camera shutter moves per second. This type of lighting style can be used both for interior or exterior shots.
For outdoor scenes, day for night lighting is popularly used for stylistic shots of picturesque locations such as mountains, forests and beaches.
A chroma shoot refers to a style of shooting where the actors and some props and/or sets are shot over a green or blue background, then this background gets replaced by visual effects during post-production. Although most chroma shoots are done in interior locations, there are times that the production requires shooting in outdoor locations as well. Some scenes are more practical to shoot outside such as in a medieval movie with knights riding horses.
Since the chroma background requires even lighting for the entire screen, shooting outdoors during the day is also generally advantageous to a chroma shoot as the sun can provide balanced lighting to the chroma screen.