This may possibly be the last time I see a member of Pink Floyd in the flesh. At 70, David Gilmour is already older than David Bowie ever was. The fact is, despite this – the fifth and final – leg of his tour, Gilmour is advancing in years, and a three hour show can be difficult for someone half his age. And that, at this point in his life, Gilmour has nothing he needs to prove to anyone. Even if you were the type of person with something to prove, he's done that already.

The penultimate show of what may be his final tour has a bittersweet ring to it. There's a knowledge in every moment, even if only felt for the briefest moment before quenched, that this – whatever it is – good and bad, won't last, that it will pass, terror, love, all of it. And so, whilst in the moment, it feels like this could happen a thousand times again, I know it won't. The end is nearer than the beginning.

And the Royal Albert Hall is a practical home from home for Gilmour, with something like 14 shows here in the past year or so alone. “Rattle That Lock”, his latest solo record after a nine year interregnum, sees Gilmour moving gracefully into a new, reflective phase of his life, where names move out of address books, where the knowledge is there is less ahead than behind. But with this, Gilmour also articulates it with the kind of fascinating depth few others do. The Rolling Stones still bang on playing very little less than 40 years old, like some kind of rock version of King Canute trying to hold back the tide – and look ridiculous as a result. Whereas with this, the changes may be subtle, but they are there.

The bands changed since last year. Phil Manzaneara and Jon Carin are no longer here. Jon having a clash of responsibilities by also being Roger Waters main keyboard player. And Roger starts his 2016 tour in Mexico tonight, alas. Instead, we have Chester Kamen on guitar and Greg Phillganes on keyboards. Chester, in particular, is a perfect fit : a lively, and clearly engaged player who compliments him completely, switching effortlessly between lead and rhythm, and also chosen by the exacting Roger Waters as guitar player : being chosen by two members of Floyd to play in their solo bands is a high accolade. Whilst both Gilmour and Kamen indulge in a large amount of #guitarsexface , the sound is solid, the performance valid, and ultimately, it feels like the other band. Even though that band may no longer exist, there is still much of their spirit and style here, there's a connection between this now and that then, between the fact that Gilmour is playing note-perfect, emotionally correct versions of songs from all periods of Pink Floyd's career with flair and wit : during a barnstorming “One Of These Days”, which has only been performed a handful of times since The Floyd's end as a touring unit, there's the subtle nod, as I realise that a mild live improvisation from an ancient concert album is happening right in front of my eyes – that is, the band skilfully and quietly move into a few bars of the Doctor Who theme – before a voice intones “one of these days i'm going to cut you into little pieces”, the lights become … excitable... and a rampaging roar appears, as if the past 45 years never happened. The fluency with which this 70 year old man dispatches songs he wrote when he was 25 is glorious. Never thought I'd see it. I don't think I will again.

What is also not insignificant is that the set is stuffed with the newer stuff – older, wiser, and more mature, more considered and thoughtful – the sound of a man inside his time moving with an awareness of not only his own mortality, but also of the position one has within one's own life and the life of others. Several songs from his latest album fit effortlessly into the set, as do the majestic “The Blue” and the title track from “On An Island”. It's music that stands the test of time because its taken time to make.

And whilst – since Gilmour was more prolific way back when – many of the songs are taken from the Pink Floyd canon (15, versus 8 solo songs, or 17 Floyd albums vs 4 solo records), the Floyd material was never aimed at some kind of hedonism but a more thoughtful approach. Which is why I always gravitated to them and not some of the more raucous bands from that period. Lyrically Floyd songs – and latterly, the Gilmour solo stuff – was always connected to the big things : about who, where, why, what it is to be here, and now. Whatever and whenever and wherever here and now was. Musically as well, as with everything Gilmour touches, there's an elegant precision that betrays an enormous amount of thought, an immaculate taste, around which every song appears to have a large number of options explored, and every step that's taken is the perfect, and best one, of all the options, if anything, it's around … an unhurried consideration of the choices and the most enduring one being taken.

Gilmour tours are rare : and there are few, if any left. The penultimate night sees the last performance of “Us And Them”, for example. You have to live your life where you can.

From Row 15 on the arena floor – something like 30 feet from Gilmour as he plays – it's a luxurious experience, in so much as Gilmour tours are generally extremely rare, and like many things he does, the reasons have to be right and the work he does is never about business, or money, or merchandising himself in endless live shows, or playing stadiums (though that is always there), but for the right reasons … and generally with music and environments where the emotion connects with the audience. Gilmour – and The Floyd – often were a band that were about exploring. But about venturing in inner space. As I watch him play his immaculately phrased notes, I'm not jumping up and down, or yelling the words, but just... thinking. Feeling. So few humans actually do nothing – and being in this moment – allows us to do nothing else. Not tweeting or Instagramming, or watching it through a screen on your GoPro* ….

*we'll get to this later, by the way

…. but being in this moment, this unique second, that will never happen again, so lets be here and experience it, goddamit.

Let's not be the guy who gets up every 15 minutes to go for a ten minute piss during the entire show. And, by the way, ambles s-l-o-w-l-y through the venue blocking everyone's view.

Let's not be the guy who changes seats every few songs, edging closer and closer to the stage occupying unusued seats and being an utter oaf, pissing everyone off – and trying to take someone's seat when they go to the toilet. Just sit and enjoy it. Be here. Now.

Let's not be the guy who spends the whole show with arms outstretched filming it on your phone.

“Comfortably Numb” isn't a photo opportunity. It's a once in a lifetime experience. What's wrong with your eyes? Remember it that way and be lost in the moment. Reality seems to be a dying concept.

Whilst it seems like this could happen endlessly, and forever – and I am aware how dim the memories I have are of his shows here just ten years ago – and how I don't really remember that night, but I remember remembering that night – it all returns and is made fresh tonight. It may seem like nothing very much, but seeing him perform songs I have loved as long as I have loved music – from blistering takes on the obscure “Fat Old Sun” to the crescendo of “Comfortably Numb” - of seeing a happy and comfortable Gilmour bashing drums or playing clarinet or merely peeling out precise solos – is like seeing a magician in front of you. These may only be guitars and instruments, but they are tools to build new worlds. The 15 year old in me would never have believed I could have seen this with my own eyes.

The time is gone. The song is over. Thought I'd have something more to say.

5 Am
Rattle That Lock
Faces Of Stone
What Do You Want From Me?
The Blue
The Great Gig In The Sky
A Boat Lies Waiting
Wish You Were Here
Money
In Any Tongue
High Hopes
One Of These Days
Shine On You Crazy Diamond I-V
Fat Old Sun
Coming Back To Life
On An Island
Us And Them
Today
Sorrow
Run Like Hell
Time
Breathe
Comfortably Numb