Video 1: link
In this video (an interview with Ryan Seacrest), Nick was asked if he is dating Selena. He didn't say if he was or wasn't, but watch how he reacts to the question. While stating that Selena is "An amazing girl" and that "anyone would be lucky to be dating her", he can't help but smile. Another point I would like to bring up about this video are the reasons why he wouldn't say yes or no. He can't honestly say `no, we aren't dating` becase a)they are dating, b)they would be constantly bugged by the press about it, and c)it could put a strain on the relationship.
If this video isn't enough proof, there is one more video in which Nelena is confirmed.
Video 2: link
Right as the video is starting, Cody Linely was asked if Nick was dating Selena. He doesn't hide it or say it's not his business. He clearly states that they (Nick and Selena) are dating.
There you have it. In two different videos, undeniable proof that there is in fact, a Nelena.
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UPDATE!:
A third source has been found confirming Nelena. Here is the link to the article: link
The article is from PEOPLE magazine, regarding Nelena's first kiss. It is also mentioned below in Leytonfan4ever's comment.
