Yes! All YubiKey NEO devices manufactured as of February 10, 2015 supported the current FIDO U2F specification for NFC. To verify you have a YubiKey NEO that supports NFC, check to see your YubiKey is running firmware version 3.4.0 or later. To check your firmware version, use the YubiKey NEO Manager or YubiKey Personalization Tool. (Note that the YubiKey NEO-n does not support NFC due to the smaller form factor.)
For more information on the spec, see FIDO Alliance Equips U2F Protocol for Mobile and Wireless Applications and read our blog.