Move your tree back outside. Nectarines require what's called "chilling". What that means is if you keep them warm all the time, they will not fruit and/or will die.

They have to have an opportunity to go dormant (think of it like sleep/hibernation). Stone fruits need to hibernate and colder temperatures help them to recognize it's time to do that.

It's entirely normal for a nectarine to loose it's leaves this time of year.

Lastly, make sure you don't over-water your tree.

Thank you! How about when the temp goes down in the thirties and twenties for continuous periods? Still keep it outside in a container?

Unless you go below 0F, I wouldn't worry too much about keeping it outside all winter in a container. I move my peaches into the garage, and it regularly hits -20F or colder every winter, so even in the garage its still 0F or colder. I've never seen any issues.

"How about when the temp goes down in the thirties and twenties for continuous periods? Still keep it outside in a container?"

The above ground portion of a peach tree can generally survive down to about -15F. The roots are less cold hardy, but as Frank indicated, should tolerate a zone 7 winter outside in a pot.

Some people keep potted plants in the garage as Frank does. You need to verify your garage gets colder than 45F for extended periods of time to ensure adequate chilling.

Some people bury their pots outside during the winter months to protect the roots, but again I doubt that's necessary in zone 7.