Gatsby describes his last afternoon with Daisy, before he left for the war, in chapter 8. He says that he sat with Daisy "in his arms for a long, silent time," and he describes "a cold fall day with fire in the room and her cheeks flushed." He also says that the afternoon was tranquil, and that he and Daisy "had never been closer . . . nor communicated more profoundly." He then describes how she "brushed silent lips against his coat's shoulder" and how he "touched the end of her fingers, gently, as though she were asleep."
Ostensibly, this description suggests that the two were very much in love. In Gatsby's description, there is tenderness, affection, and tranquility. There is also passion implicit in his descriptions of the "fire in the room" and "her cheeks flushed." However, there are also some ominous indications that the relationship at this moment was in its final stages. The season ("a cold fall day") suggests decay and death, and the long silence perhaps suggests a degree of melancholy and an awareness that this moment really was a goodbye.
Altogether, knowing what became of Gatsby's love of and relationship with Daisy, this description of their last afternoon together evokes feelings of pity and sadness. These feelings, however, are mostly for Gatsby, as his feelings for Daisy always seem to be much stronger than her feelings for him. Indeed, it might have been interesting to hear Daisy's memories of the same afternoon. I suspect they might have been quite different.