The behavior of nematic liquid crystal (LC) Merck Phase 4 confined to controlled pore glass (CPG) materials was investigated using Xe-129 nuclear magnetic resonance (NMR) spectroscopy of xenon gas dissolved in the LC. The average pore diameters of the materials varied from 81 to 2917 angstrom, and the measurements were carried out within a wide temperature range (similar to 185-370 K). The spectra contain lots of information about the effect of confinement on the phase of the LC. The theoretical model of shielding of noble gases dissolved in liquid crystals on the basis of pairwise additivity approximation was applied to the analysis of the spectra. When pore diameter is small, smaller than similar to 150 angstrom, xenon experiences on average an isotropic environment inside the pore, and no nematic-isotropic phase transition is observed. When the size is larger than similar to 150 angstrom, nematic phase is observed, and the LC molecules are oriented along pore axis. The orientational order parameter of the LC, S, increases with increasing pore size. In the largest pores, the orientation of the molecules deviates from the pore axis direction to magnetic field direction, which implies that the size of the pores (similar to 3000 angstrom) is close to magnetic coherence length. The decrease of magnetic coherence length with increasing temperature is clearly seen from the spectra. When the sample is cooled rapidly by immersing it in liquid nitrogen, xenon atoms do not squeeze out from the solid, as they do during gradual freezing, but they are occluded inside the solid lattice, and their chemical shift is very sensitive to crystal structure. This makes it possible to study the effect of confinement on the solid phases. According to the measured Xe-129 NMR spectra, possibly three different solid phases are observed from bulk liquid crystal in the used temperature region. The same is also seen from the samples containing larger pores (pore size larger than similar to 500 angstrom), and the solid-solid phase-transition temperatures are the same. However, no first-order solid-solid phase transitions are observed from the smaller pores. Melting point depression, that is, the depression of solid-nematic transition temperature observed from the pores as compared with that in bulk LC, is seen to be very sensitive to the pore size, and it can be used for the determination of pore size of an unknown material.