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Green: Represents Gatsby's desire for Daisy, his unreachable goals, and the theory of the American dream.
Yellow/Gold: Represents money. Gatsby has a lot of it. So does everyone else, pretty much.
White: Represents innocence; this is usually in reference to Daisy and her daughter, but it pops up a couple of other places, too.
Blue: Gatsby's illusions. Most of his long-winded talks about his fantasies and exquisite past and present feature blue things (his garden, the water between his house and Daisy's, etc.)
Grey: The ash heaps, and arguably the entirety of the Wilson character.