In the end, the character Nick feels most sympathetic towards is Gatsby himself.
Nick initiates a final meeting with Jordan Baker because "I wanted to leave things in order and not just trust that obliging and indifferent sea to sweep my refuse away." He tells her of the events surrounding Gatsby's death and his decision to move back to the West. Jordan is uninvolved and unsympathetic, refusing to admit to ever having had any feelings for Nick - self-centered to the end. "Angry, and half in love with her, and tremendously sorry," Nick leaves her behind.
Tom and Daisy were mysteries to Nick. He couldn't understand why they did what they did, although he concluded it was part of their character as a couple.
They were careless people, Tom and Daisy-they smashed up things and creatures and then retreated back into their money or their vast carelessness, or whatever it was that kept them together, and let other people clean up the mess they had made...
Gatsby alone earns sympathy from Nick, which surprises him because Gatsby "represented everything for which I have an unaffected scorn." In spite of recognizing the fantasy of Gatsby's version of his life history, in spite of the illegal connections and activities, in spite of the superficiality of his existence,
there was something gorgeous about him, some heightened sensitivity to the promises of life...Gatsby turned out all right at the end; it ws what preyed on Gatsby, what foul dust floated in the wake of his dreams
that destroyed Gatsby in Nick's eyes.