Some things I've noticed...
"Mr McKee was a pale, feminine man from the flat below. He had just shaved, for there was a white spot of later on his cheekbone ... He informed me that he was in the 'artistic game', and I gathered later that he was a photographer."
"It was nine o'clock - almost immediately afterwards I looked at my watch and found it was ten. Mr McKee was asleep on a chair with his fists clenched in his lap, like a photograph of a man of action. Taking out my handkershief I wiped from his cheek the spot of dried lather that had worried me all the afternoon."
When Gatsby is talking with Nick:
"There was the smile again, but this time I held out against it. 'I don't like mysteries,' I answered, 'and I don't understand why you won't come out frankly and tell me what you want. Why has it all got to come through Miss Baker?'"
When Meyer Wolfsheim is talking with Nick:
"'Fine fellow, isn't he? Handsome to look at and a perfect gentleman.' 'Yes.'"
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Part of me wants Nick to be bi, because it makes the story all the more interesting. So that's probably why I'm listing a bunch of quotes from the book that may not even have anything to do with the assumption. Eh! :p