As of 2020, which of these Nordic countries is NOT a member of the European Union?

Oh yeah, Also Norway has several trade agreements with the European Union and maintained very friendly ties too.

Norway had considered joining both the EEC and the European Union, but opted to decline following referendums in 1972 and 1994. According to the European Social Survey conducted in 2018, 73.6% of Norwegians would vote 'No' in a Referendum to join the European Union. The main themes of the "No" campaign were loss of sovereignty if Norway should join the Union, as well as the fundamental differences in economic structure between Norway and the EU, as Norway has an economy based heavily on natural resources (especially oil and fish), in contrast to the EU's more industrial economy. A major issue for Norway is its fishing resources, which are a significant part of the national economy and which would come under the Common Fisheries Policy if Norway were to accede to the EU. Norway has high GNP per capita, and would have to pay a high membership fee. The country has a limited amount of agriculture, and few underdeveloped areas, which means that Norway would receive little economic support from the EU.

I might be wrong but I thought Norway left the EU I'm sure it did join and was dissatisfied and left.