Eu sinto que isso provavelmente pode ser melhorado, mas funciona:
WITH base AS (
SELECT 1 N FROM DUAL UNION ALL
SELECT 2 N FROM DUAL UNION ALL
SELECT 3 N FROM DUAL UNION ALL
SELECT 6 N FROM DUAL UNION ALL
SELECT 7 N FROM DUAL UNION ALL
SELECT 17 N FROM DUAL UNION ALL
SELECT 18 N FROM DUAL UNION ALL
SELECT 19 N FROM DUAL UNION ALL
SELECT 21 N FROM DUAL
)
, lagged AS
(
SELECT n, LAG(n) OVER (ORDER BY n) lag_n FROM base
)
, groups AS
(
SELECT n, row_number() OVER (ORDER BY n) groupnum
FROM lagged
WHERE lag_n IS NULL OR lag_n < n-1
)
, grouped AS
(
SELECT n, (SELECT MAX(groupnum) FROM groups
WHERE groups.n <= base.n
) groupnum
FROM base
)
SELECT groupnum, MIN(n), MAX(n)
FROM grouped
GROUP BY groupnum
ORDER BY groupnum