Is there a difference between bacwardation and normal backwardation? There’s a question in the text about this (reading 61 - last question)

backwardation: futures < current spot price normal backwardation: futures < expected spot price

Lets take an example. At To, spot gold, So = $900, and Fo = Today’s Futures price on T1 = $890. This contract is in backwardation because Fo < So. Now let’s say that the fair value for the spot price on T1 is $895. The contract is in natural backwardation because Fo < E(S1). Why is it called “natural”? To remember that, you think to yourself if the expected price is $895, it’s “natural” that you will buy the cheaper futures (Fo=$890). Of course if more and more people do like you then Fo will rise to $895, removing the natural backwardation, but still maintaining backwardation (as Fo remains less than So). Am I off on this?