All of the protagonists seem in some ways incomplete and unfulfilled. The play quickly gets to hinting at a tragedy to come.
The play moves very quickly from bad to worse, without stopping along the way.
We skip straight through the Dream Stage because nobody becomes committed to any course of action and things never even appear to be going well; it doesn't get better than the "less bad" we see at the outset of the play, quickly proceeding to "bad" and "worse." The difficulties hinted at earlier in the play take specific shape, and we see that the Tyrones face several troubles that cannot necessarily be resolved. From here on out, there will be no rest.
Act III consists mainly of the unbearable pressure building on the characters. Everyone (readers included) has a mounting sense of threat and despair, as the tragic penny starts to drop: no act, however violent or redemptive, will be likely to save this family. That said, the play doesn't stick with Booker's model here, since it is in this Nightmare Stage that O'Neill decides to introduce the one ray of hope in the play: the small reconciliations between James, Jamie, and Edmund.
Mary Tyrone may not die at the end of Long Day's Journey, but the woman whom the rest of the Tyrones knew as wife and mother appears completely dead to them. By injecting herself with so much morphine, Mary effectively kills herself for the remainder of the play.