Yes, like this:
http://support.google.com/mail/bin/answer.py?hl=en&answer=138740
I use push for everything and gmail has to be set up like that if you want it to push.
Guys, this doesn't work anymore. Google deprecated the exchange feature unless you still have it set up on a current device. As soon as you switch to a new device, all you can do is fetch.
http://iphone.appleinsider.com/articles/13/03/25/googles-push-gmail-changes-surprise-new-iphone-buyers-apple-store-reps
The best option now is to use the actual Gmail app, which is pretty annoying, but at least it does push. I also set it up in the mail app so that I can send outgoing messages from programs and such.
Sorry.