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.