Complexity measures are introduced that quantify the change of the natural entropy fluctuations at different length scales in time series emitted from systems operating far from equilibrium. They identify impending sudden cardiac death (SD) by analyzing 15 min electrocardiograms, and comparing to those of truly healthy humans (H). These measures seem to be complementary to the ones suggested recently [Phys. Rev. E 70, 011106 (2004)]] and altogether enable the classification of individuals into three categories: H, heart disease patients, and SD. All the SD individuals, who exhibit critical dynamics, result in a common behavior.