While we are not told explicitly, it is safe to assume that Lady Montague dies before Juliet stabs herself. The deaths unravel at the end of the play in Act 5, Scene 3. In a nutshell, Romeo arrives at the tomb and kills Paris, who is there grieving the "death" of his betrothed. Romeo then drinks the poison to kill himself. Friar shows up as Juliet awakens to find Romeo beside her. Friar attempts to persuade her to leave with him but to no avail. She believes her life is officially over now that Romeo is gone. The only way for them to be together is in death, so she kills herself. Shortly after Juliet stabs herself, everyone shows up to find out what's going on. When Lord Montague arrives, he's already in mourning and tells the Prince that his wife had died earlier that same night. He claims that her heart stopped due to the grief over Romeo's exile. Therefore, it is logical that her death would have preceded Romeo's and Juliet's suicides.