The question is: what are Nucor's inputs. As I understand it, their input is scrap metal, not ore. (I lived down the road from one of their plants, and work with someone who used to work there, but I don't have extensive first hand knowledge)
As of time of writing they have one facility in the US that makes direct reduced iron from iron ore and natgas; this plant is in Louisiana at (30.08, -90.86).