In March the coronavirus spread in the US and by the middle of that month, parts of the country started going into shut-down. New York was hit the heaviest and suffered the worst economic decline as a result of the lock-down. New York city became a ghost city and I assume a lot of the unemployment numbers came from there. Business conditions deteriorated, but at least they started improving somewhat in May as the restrictions eased. Below  is the ISM report:

May ISM New York Business Conditions Survey