Impressionism was actually a term that was created to mock and deride the work of French painters, of whom Monet was one, who aimed to focus more on the impact of light on objects rather than the objects themselves. This transferred itself in literature to a focus on perspective and vision; impressionism therefore concerns a gap between what the narrator seems to experience and see and what actually occurs. Noted authors who are considered impressionist in some of their works are Thomas Mann, Herman Hesse and Ford Maddox Ford, whose works all adopt a somewhat elliptical style as narrators share their own perception of reality whilst at the same time making it clear to the astute reader just how big the gap is between their truth and the actual truth.
There is certainly much that can be said about narration in this vein in The Great Gatsby. Nick's account is partial, and for all that he insists he strives to be accurate and to be trustworthy, there are times when his narrative breaks down and even he is unsure of what happens. Note Nick's interaction at the end of Chapter 2 with Mr McKee, and how the dots represent an elliptical style that shows just how partial Nick's perception of events are as he copes with his drunkenness:
...I was standing beside his bed and he was sitting up between the sheets, clad in his underwear, with a great portfolio in his hands.
Nothing pre-empts this strange event, and Nick apparently just finds himself there and only has a bizarre recollection of McKee showing him his portfolio. However, if his account is partial in some senses, the reader is doubtful about the extent of his veracity in other areas of the novel. Therefore this novel can be considered to be impressionistic with regard to its narration and the partial perspective that Nick Carraway offers.