In F. Scott Fitzgerald's The Great Gatsby, there are several indications regarding Gatsby's love for Daisy and his need to be near her, even though she is married.
In Chapter Four, Nick learns about Daisy and Gatsby. This is where we find the quote about Gatsby's desire to stay close to Daisy—so much so that he buys the house across the bay. It is relayed from a conversation Nick has with Jordan (Daisy's close friend). She tells Nick of Daisy's awareness that Gatsby is close by:
Well, about six weeks ago, she heard the name Gatsby for the first time in years. It was when I asked you...if you knew Gatsby in West Egg. After you had gone home she came into my room and woke me up, and said: "What Gatsby?" and when I described him—I was half asleep—she said in the strangest voice that it must be the man she used to know...
It was a strange coincidence," I said.
"But it wasn’t a coincidence at all."
"Gatsby bought that house so that Daisy would be just across the bay.
From this point on (once Nick, the narrator, comes to understand the past that Daisy and Gatsby share), the reader learns of Gatsby's abiding love for Daisy. Nick conveys Gatsby's actions to find himself in Daisy's company whenever possible.