I think, and feel free to thwop me across the head if I'm wrong, guys, but I'm on to something here. Firstly, here's a screen-shot from which I shall begin my analysis.
Alright. Based on this screen shot, I would like all of you to look at Zuko and Katara. YES, at the BOTH of them. Then widen your view and look at everyone else.
At the FRONT of this group stands Suki and Sokka. Who are canon.
And at the end of the ground stands Toph, alone. Since most of you are routing for Taang to happen, it can only be surmised that she's standing alone because Aang isn't there. (I ship Tokka, but its not going to happen. I can accept that. ^.^)
And then we go to Zuko and Katara. They're standing NEXT to each other. SO close, in fact, that they're breathing each other's air.
Suko x Sokka at the front.
Zuko x Katara in the middle.
Poor Toph alone.
Couples, anyone?
Next up. The same screen-shot, but brightened, so y'all can see clearly.
At the very least, Zuko is HOLDING onto Katara's arm. You know how I know this?
Zuko's thumb.
From the screenshots, it's quite obvious that Zuko's arm is directly behind Katara's. Zukpager305 made an excellent point earlier; there is, indeed, a between Zuko's arm, and Katara's waist. BUT, without a doubt, Zuko's arm IS behind Katara's.
Now that we've got that out of the picture, let's move on.
Zuko is holding onto Katara's arm/hand.
If his hand were still, and falling free, it would look like this. (Excuse the crappy art. I was in a hurry to post this, and I wasn't in the mood to -draw-. I swear, I can draw better hands.)
However, his hand DOESN'T look the way it should in a limp position. His thumb and fingers are completely out.
And, if you look properly at the screen-shot, you'll see that Zuko's thumb is cutting into Katara's arm in a way that would be impossible if his hand were BEHIND her arm.
So who knows? They might, in fact, be doing THIS!
So.
They are holding hands.
If they are not, at the very least--
--Zuko is holding onto her arm.
BODILY CONTACT! *squeals*