In my kindle version, this shows up on page 161, four paragraphs from the end of the chapter, in a graf that begins "No telephone message arrived ..."

At this point, we are heavily into Nick Carraway's romantic conjectures about what Gatsby was thinking and feeling in these last fraught moments before he was shot and killed, as he finally floated in his pool for the first time all summer as summer ends.

Carraway imagines Gatsby waiting for the phone to ring or the message to come from Daisy, gradually realizing it never will, and then feeling the chill of his dream being lost. Nick thinks that Gatsby recognizes in his last moments of life that he paid too high a price for his dream and that the world becomes sickly and ghostly to him. Of course, we don't know what Gatsby thought: we only have Nick's filter.