No surprise there: Di Natale is 37, and has already been talked out of retirement once. Also not entirely surprising: he may not be retiring when (or if) he leaves the club for whom he has scored more than 180 league goals. Di Natale is something of a late bloomer, enjoying his most prolific seasons as a striker after turning 30; this season, he's still going strong - eight goals in 15 appearances to date. So he still has it, and he is considering taking his show on the road for whatever period of time he might have left in the game.
According to La Gazzetta dello Sport, Di Natale was offered a substantial sum to play in United Arab Emirates while on holiday in Dubai, and he has subsequently received an inquiry from "New York". Fiorentina and Empoli (where Di Natale started his career) are also being mentioned as possible destinations.
It would be surprising if "New York" turned out to be the New York Red Bulls. For all his talent, Di Natale's age (he will turn 38 before the end of 2015) doesn't fit with RBNY's described intention to focus on building a younger team. There is also the question of how well he would complement Bradley Wright-Phillips up front: he doesn't seem to answer a particularly acute tactical need for the team at the moment (though we have very little understanding of Jesse Marsch's plans in that regard at the moment).
Also, Di Natale isn't planning to go anywhere until the end of the current Serie A season. Why would RBNY roll the dice on a player they don't really need and who won't be ready to take the field until a few months shy of his 38th birthday? At best, it would be a risky and expensive bet on a short-term upgrade that might not be needed (suppose BWP has another 10 or 12 goals under his belt by July?).
There is a club in this area that doesn't mind taking on ageing players in mid-season, but NYC FC is already committed (as committed as NYC FC can ever be believed to be to anything, at least) to welcoming Frank Lampard this summer. And the Tenants have David Villa up front to bang in goals for them.
The other option is the New York Cosmos, who have a proven appetite for big-name players of Di Natale's generation (Hi Raul!), and appear to be eyeing up every striker of a certain age in search of a new club (Hi Samuel!).
The Cosmos don't seem to have urgent need for another forward at the moment, but it takes star power to sell tickets to a Long Island lacrosse field. If there is a New York club trying to lure Di Natale stateside, the green team would seem the most likely candidate.