This reference to "one fine morning" appears in Fitzgerald's beautiful coda to the novel. Here it is in context:
Gatsby believed in the green light, the orgastic future that year by year recedes before us. It eluded us then, but that's no matter--tomorrow we will run faster, stretch out our arms farther . . . . And one fine morning--
The implied conclusion to the thought is that on "one fine morning" our individual quests will end, and we will achieve our dreams. By not completing the sentence, however, Fitzgerald emphasizes the hope of achieving our dreams rather than the reality of it. The following, and final, sentence of the novel bears this out:
So we beat on, boats against the current, borne back ceaselessly into the past.
Dreams are not to be realized because they already have been ended, without our recognition, by forces beyond our understanding. This theme is realized in Gatsby's fate, as Nick interprets it:
. . . his dream must have seemed so close that he could hardly fail to grasp it. He did not know that it was already behind him, somewhere back in that vast obscurity beyond the city, where the dark fields of the republic rolled on under the night.
Although Gatsby's dream of Daisy was over even before he formulated it, he continued to pursue it. He dies waiting for Daisy to call . . . one fine morning.
In the closing chapter of The Great Gatsby, Nick leaves this sentence unfinished for a couple of reasons. First of all, it is painful for Nick to think about Gatsby and the pursuit of his dream. Remember that Nick is one of the few characters who genuinely mourns Gatsby's death and, more importantly, understands the philosophy underpinning his dream of winning back Daisy Buchanan. Gatsby created this alter-ego and dedicated his life to becoming wealthy so that Daisy would take him back. Each night, Gatsby looked out at that green light, a constant reminder that Daisy was just across the water. But despite his efforts, Gatsby never achieved his dream: Daisy never intended to leave her husband and Gatsby's dream never came to fruition. For Nick, then, this line is unfinished because Gatsby's dream was also unfinished. No matter how hard Gatsby tried to recreate the past, it proved impossible to do.
Secondly, this sentence reflects the nature of Gatsby's life: that is, cut off and destroyed before it reached its natural end. By interrupting the sentence, Nick reminds himself to look forward into the future and to stop dwelling on the painful past.