Police are appealing to the Mudgee community and businesses to review CCTV and dashcam footage as investigations into the whereabouts of a missing teen continue.

Orana Mid Western Police District Acting Crime Manager, Detective Sergeant Joshua Holgate, said any footage recorded during the hours of 1am and 8am on Saturday, 2 November could provide vital information.

"We encourage businesses and community members to save and review CCTV and dashcam footage recorded between 1am and 8am on Saturday, which could contain vital information to this investigation," he said.

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"Please look through the footage or better yet, save it and bring it to Mudgee Police Station for our investigators to assess - we don't want to lose any potential leads,"

"Any minor detail could provide us new leads or indicate areas to allocate search teams."

In a statement read by police on Tuesday, November 5, Natan's mother pleaded with the public to come forward with anything they think could help.

Nate was seen leaving the Woolpack Hotel on Market Street, Mudgee by friends at about 1am on Saturday morning.

His last known location was behind the Town Hall Library on Market Street at about 2.30am.

Nate is described as about 183cm tall with a solid build, olive skin, short dark hair and brown eyes.

He was last seen wearing a mustard-coloured t-shirt with embroidery on the front with white writing with red roses on it. He was also wearing grey shorts.

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In a statement from his family read by police, they ask for anyone with information - no matter how small - to call police.

"Nate we just want to know where you are, all of us including your brothers and sisters miss you and we want you safe home. We love you so much," they wrote.

"Please call 000 or get in touch with someone. We'd like to encourage anyone who has information about Nate to come forward and speak to police,"

"We'd like to ask everyone in the community to keep their eyes and ears open. Please look around in your yards and inside the back of your utes and in the boots of your cars,"

"We'd like to thank everybody in the community for your prayers. We would also like to thank NSW Police, the volunteer squads from the VRA, RFS, SES and other emergency services for their tireless efforts,"

"Nate, please come home."

Nate's Mother, Sarah Cossey says he was seen by two girls after he left the Woolpack stumbling around on the road near the hotel and towards the crossing out the front of the Mudgee Town Hall Library. She confirms they have seen video footage of this and 'shows that he was struggling.'

"He was very unsteady on his feet and struggled to stay upright and quite disoriented. We are concerned that he may have stumbled into someone's yard or house so if everyone could check their sheds or anywhere around their homes," she said.

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Police have confirmed that Natan's wallet has been located in the area he was last seen near the Mudge Library, but said earlier television reports his phone was also found are incorrect.

Sarah said she wanted to specially thank Nate's family and friends who have spent the last several days searching for him and the community who are going above and beyond to help and 'showing so much support.'

A post on social media reads:

'Still no news or contact from Nate. Please keep your eyes and ears out. If you don't feel comfortable calling one of us please call the police anonymously if you like and provide any info you might have. The smallest detail might help. Thank you all x'

If you have any information, call Mudgee Police on 6372 8599 or Crime Stoppers on 1800 333 000.