Answer: The Gold Robert Frost refers to is the Gold of the seasons, and the purity of life. The gold of the sunsets, and the gold of the flowers, and the autumns crisp leaves soon die out with the birth of bitter frozen Earth and winter. The Metaphor "Nothing Gold can stay" means, the beauty of life and Earths most precious seasons, may not stay, but will hide its life and "golden" nature with in the dawn of winter.
Hope this helps ^_^
PS. I love this poem Frost is one of my favorite poets.