Thg circumstances and the setting of Gatsby's death are entirely consistent with his personality and the manner in which he has lived his life. Shot to death in the pool at his magnificent mansion, Gatsby dies alone, waiting for Daisy to call. After Myrtle Wilson's death the previous evening, Daisy had gone home with her husband. Gatsby had stood watch over her all night outside her house, to make sure that Tom did not hurt her. The irony is significant, since even as Gatsby maintained his vigil, Tom and Daisy were inside, seeming to "conspire" together.
Returning home, he waits all day for Daisy to call, which she does not. At 2:00 in the afternoon, he decides to use his pool for the first time that summer, leaving word with the butler to bring him any telephone messages. There are none. At the moment of his death, Gatsby floats on an air mattress in the pool. Daisy would not be calling, that day or ever. Absorbed in his thoughts of her, Gatsby makes an easy target for the deranged George Wilson to shoot him. He is vulnerable to Wilson's sick mind just as he had been vulnerable to the amorality of the Buchanans.
Gatsby's was a romantic personality, with an "extraordinary gift for hope," but in his romanticism, he was naive; he could not recognize or deal with reality if it threatened his dreams. He could not face the reality that Daisy would never leave Tom Buchanan. To do so would have meant abandoning the dream that had sustained him since first falling in love with Daisy. As a result, he lived his final moments just as he had lived his life, alone with his dream out of reach and unfulfilled.