seb=> create table tbl (id serial, val int);
NOTICE:  CREATE TABLE создаст подразумеваемую последовательность "tbl_id_seq" для serial-колонки "tbl.id"
CREATE TABLE
seb=> insert into tbl values (default,  1 );
INSERT  0   1 
seb=> insert into tbl values (default,  2 );
INSERT  0   1 
seb=> insert into tbl values (default,  5 );
INSERT  0   1 
seb=> insert into tbl values (default,  7 );
INSERT  0   1 
seb=> insert into tbl values (default,  11 );
INSERT  0   1 
seb=> insert into tbl values (default,  12 );
INSERT  0   1 

seb=> select l.val +  1  as start, min(fr.val) -  1  as stop from tbl as l
    left outer join tbl as r on l.val = r.val -  1 
    left outer join tbl as fr on l.val < fr.val
where r.val is null and fr.val is not null
group by l.val, r.val
order by  1 ;
 start | stop
-------+------
      3  |     4 
      6  |     6 
      8  |    10 
( 3  rows)