Friends saw her getting into a vehicle outside the nightclub. She did not show up to catch her flight Monday. Her stepmother, Robin Holloway, said Natalee was last seen with a local resident who claimed to be a foreign exchange student.
Police questioned and released three Aruban students who said they dropped Holloway off early Monday at the Holiday Inn where she had been staying, about three miles from Oranjestad, said police assistant inspector Jules Sambo.
"We don't have any indication as to if she is alive," Sambo said. "The whole population is aware that she is missing. The police are doing everything to find her."
Several family members arrived the day after she disappeared. Her mother and her father, David Holloway of Meridian, Miss., went on television Thursday night to appeal to residents for information.
"We want everybody, as many people as we can to pray for Natalie," said Francis Ellen Bird, who was on the trip with Natalee. "I talked to her mom today she said she could feel that everybody was praying for her."
The island of 72,000 off the coast of Venezuela has a reputation of being all but free of crime for tourists.
There was one murder and six rapes last year and two murders and three rapes this year. But all the rapes were committed by local men against local women. The two murders involved drug addicts who died in knife fights.
"Aruba is a happy island and a safe island," said Janssen, the attorney general. "We're looking everywhere."