[Knight of Gondor]

As far as the movie goes, it would seem that during the scene in Meduseld where Gandalf is troubled about no news of Frodo, he paused and could almost sense for sure that Frodo was still alive. Aragorn saw this, but Gandalf told him that this vision, this feeling of Frodo still being alive has gone away, he cannot tell one way or the other.

As far as the book goes, I believe there were other parts where we learned that Gandalf had/has an extra sense, a perception beyond mortal normalities. After healing Theoden, did he not look out and see a dim flame in the perils of Emyn Muil? Or was that Legolas's vision?