I think it is significant that Melisandre was quickly whisked back just before the "For the Watch" pokey session. She was present in Castle Black in the book as well, which ended Jon in exactly the same situation.
But this is odd because he is also a warg and wouldn't necessarily need her in order to outlive his body. Curious!
Here's a pretty solid read on all the clues pointing to his survival. Some of the Melisandre quotes are pretty in-your-face obvious.
http://www.businessinsider.com/game-of-thrones-is-jon-snow-dead-or-alive-2015-6
“I pray for a glimpse of Azor Ahai, and R’hllor shows me only Snow.”
She is looking into the flames, and sees a vision of Jon Snow. Melisandre watches, and notes that his figure changes: “Now he was a man, now a wolf, now a man again.”
Edited by TasteTheRainbow