Gandalf still bore his Ring after his fall in Moria. He still had Glamdring after the Battle of the Peak so there's no reason to believe he would've lost Narya.
Bearing it and being quite aware of things relating to magic, the power of his ring and other powers elsewhere, I'm sure he would've felt the difference once the One Ring was destroyed.
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...take counsel with thyself, and remember who and what thou art.
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