Does Natsu love Lucy?

It's not yet known. Natsu is really clueless about love. I think he himself not yet known the meaning of love itself. So far, Natsu get along well with Lucy. And Lucy is important to him. He feel comfortable around Lucy, as he can do anything to her, like sleep in her bed, taking a bath in her bathroom, wear her clothes, etc. He care for Lucy very much, as he protected her, uproots one entire Sakura tree just for her, keep her maid outfit in his house, etc.
But someday, maybe when he get a little grown up, and after he get through so many times and moments with her, I think he will realize "different feelings" for Lucy. Not as a friend. And he will be confused by it.

For Lucy, in the beginning, she easily blushing when a guy tell her 'something sweet', just like when she blush by Loke in Loke arc, the writer in the fated meeting, and Gray (Gemini) in Oracion Seis arc. It's natural, cause Lucy is a girl who never date any guy before. And why I support and love Nalu more than anyone else? Because Mashima-sensei made their moments so many, so simple, yet so sweet. More than other couples. Example, Lucy is blushing just because Natsu thanked her. How's that thing not special? <3 As the story go further, include the special chapters on the manga, Nalu hints keep appearing, which make me sure that she has a crush on Natsu. Mashima-sensei always make the two of them together. And they have a special relationship. Not just relationship between 'friends'. Also, in the interview with Sorcerer Magazine, both Natsu and Lucy said they have the best relationship with each other.

So, for the question does Natsu love Lucy, I would say the answer is 'not yet'. But someday, I'm sure Mashima-sensei will make him understand what is love, and realized his 'different, special feelings' for Lucy as 'love'. And someday, the answer of this question will become 'yes' <3