To change the PostgreSQL data directory, first, ensure that the PostgreSQL server is stopped to prevent any data corruption issues. You can stop the server by executing the command `sudo systemctl stop postgresql` (the command may vary slightly depending on your system). Next, create a new directory where you want to store the data. For example, you might use `mkdir /new/path/to/data`. Once the directory is created, you should copy the existing data from the old data directory to the new one. This can be achieved through the command `rsync -av /old/path/to/data/ /new/path/to/data/`, ensuring that all files and subdirectories are copied while retaining permissions.

After copying the data, you need to update PostgreSQL’s configuration to point to the new data directory. This is done by modifying the `postgresql.conf` file, which is usually located within the original data directory. Look for the `data_directory` parameter and change its value to the new directory path. For example, update it to `data_directory = ‘/new/path/to/data’`. Finally, you need to set the correct ownership for the new data directory using `chown -R postgres:postgres /new/path/to/data` and ensure the correct permissions are set. Once everything is in place, restart the PostgreSQL service with `sudo systemctl start postgresql` and verify the change with `SHOW data_directory;` in the psql command line client.