Based on protein structural ensembles determined by nuclear magnetic resonance, we study the position fluctuations of residues by calculating distance-dependent correlations and conducting finite-size scaling analysis. The fluctuations exhibit high susceptibility and long-range correlations up to the protein sizes. The scaling relations between the correlations or susceptibility and protein sizes resemble those in other physical and biological systems near their critical points. These results indicate that, at the native states, motions of each residue are felt by every other one in the protein. We also find that proteins with larger susceptibility are more frequently observed in nature. Overall, our results suggest that the protein's native state is critical.