I have an env running a changed data_directory fine in a devel machine PG 9.4 using Fedora23.
Now, I have a server machine with CentOS where I downloaded the RPMs from repo https://download.postgresql.org/pub/repos/yum/9.6/redhat/rhel-6-x86_64/pgdg-centos96-9.6-3.noarch.rpm.
All the configs run fine if I doesn't change the default data_directory. But I need to use the path /sistemas/sat4/bdpg.

I did these commands:

mkdir /sistemas/sat4/bdpg
chown postgres /sistemas/sat4/bdpg
chmod 700 /sistemas/sat4/bdpg
su - postgres
/usr/pgsql-9.6/bin/initdb -D /sistemas/sat4/bdpg

Then, I changed data_directory to /sistemas/sat4/bdpg and tried to restart PG:
service postgresql-9.6 restart

I disabled se_linux.
The file /var/lib/pgsql/9.6/pgstartup.log just said to see future output in pg_log.
The file data/pg_log/postgresql-Mon.log doesn't say anything about errors.

The strange is that startup arises a FAILED message, but the process "/usr/pgsql-9.6/bin/postmaster -D /var/lib/pgsql/9.6/data" is running (and the children logger/checkpointer/etc). But I don't get to connect using pgAdmin3. Then, I have to kill manually postmaster (because service script doesn't understand postmaster.pid in the new data dir), comment data_directory to use default place, start and connect to pgAdmin3. Then, start/stop/start/etc run fine lookup for postmaster.pid in /var/lib/pgsql/9.6/data.

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