Nick’s description of Gatsby’s business partner, Mr. Wolfshiem, eating lunch contains an oxymoron:
Mr. Wolfshiem, forgetting the more sentimental atmosphere of the old Metropole, began to eat with ferocious delicacy.
The oxymoron “ferocious delicacy” gives the impression that Mr. Wolfshiem is eating his meal both barbarically and politely, which points to the deeper contradictions of the upper class that Wolfshiem and Gatsby belong to. The wealthy characters in the novel abide by a certain etiquette and are usually polite to people’s faces, even as they ruthlessly exploit, use, or insult other people behind that polite veneer.
Furthermore, thanks to the economic boom of the 1920s, the upper class also let loose and indulged in expensive houses and cars, raucous parties, and bootleg liquor. So, although Wolfshiem’s “ferocious delicacy” may seem paradoxical, the indulgent yet restrained way he’s eating reflects the duality of upper-class Americans at this time.
When Tom insists on driving Gatsby’s car into the city, Nick uses an oxymoron to describe the look on Gatsby’s face:
Daisy looked at Tom frowning, and an indefinable expression, at once definitely unfamiliar and vaguely recognizable, as if I had only heard it described in words, passed over Gatsby’s face.
The idea that Gatsby’s expression is both “definitely unfamiliar” and “vaguely recognizable” to Nick suggests that it is uncharacteristic of Jay Gatsby (the person Gatsby is now, or at least who he pretends to be) but perhaps characteristic of James Gatz (who Gatsby used to be).
Prior to this, Gatsby told Nick the story of his and Daisy’s brief love affair five years ago, and Nick realized that Gatsby has built his entire identity and lifestyle around winning Daisy back. Now, Tom insists on driving Daisy in Gatsby’s car because he suspects (correctly) that Daisy and Gatsby have rekindled their romance, and he wants to assert his authority. So, the out-of-character yet in-character frown on Gatsby’s face is meant to remind the reader of Gatsby and Daisy’s past. It betrays how deeply Gatsby still yearns for Daisy—or, at least, the idea of Daisy—and how much he resents the fact that Tom is married to the woman he’s obsessed with. The frown is out-of-character because the winning persona of Jay Gatsby never would frown in such a way, but in-character because it expresses, perhaps, the secret doubts about himself that caused James Gatz to reinvent himself in the first place.