The state of the vortex lattice extremely close to the superconducting to normal transition in an applied magnetic field is investigated in high purity niobium. We observe that thermal fluctuations of the order parameter broaden the superconducting to normal transition into a crossover but no sign of a first order vortex lattice melting transition is detected in measurements of the heat capacity or the small angle neutron scattering (SANS) intensity. Direct observation of the vortices via SANS always finds a well ordered vortex lattice. The fluctuation broadening is considered in terms of the Lowest Landau Level theory of critical fluctuations and scaling is found to occur over a large H_{c2}(T) range.