The cell is the largest in this group, as a single cell is able to hold many, many times what the other items on the list contain. Cells can be seen even without a microscope at times, like some nerve and muscle cells.
From there, the DNA strand is the next biggest. These strands are often thousands of molecules long, and are considered macromolecules for this reason.
Next is the gene. A gene is just a single section of a DNA strand, and is therefore smaller. There are many genes on each strand of DNA.
Protein molecules are next. These massive molecules are often very specific in function, and under poor conditions can rearrange themselves in such a way that they no longer work.
Then we come to the nucleotide. The nucleotide is a large molecule, with several different varieties, but will always contain more atoms than glucose, a simple sugar.
So, from smallest to largest, the list would be arranged sugar molecule, nucleotide, protein, gene, DNA strand, and cell.