The reason you get this error is that your 'Complete' to end the HERE document is not at the start of the line and you did not use <<-.  The extra - at the end of <<- tells the shell to discard all TAB characters on the front of each line, so using <<- allows you to indent the script instead of forcing you to put the document aligned to the left of the screen.

So, you can either do it like this where the Complete starts at the beginning of the line:

nzsql -d $NZ_DATABASE -vON_ERROR_STOP=1 <<Complete
insert into LOAD_COMPLETE_TEST  (completion_dte,extract_dte) VALUES ('${executedate}','${extractdate}');

Complete

or if you use <<-Complete instead of <<Complete you can add TAB characters to make your code more readable:

     nzsql -d $NZ_DATABASE -vON_ERROR_STOP=1 <<-Complete

          insert into LOAD_COMPLETE_TEST  (completion_dte,extract_dte) VALUES ('${executedate}','${extractdate}');

     Complete

I agree with David on using "#!/bin/bash" instead of "#!/bin/sh" .. on most systems /bin/sh is bash, but every now and then /bin/sh is actually the original Bourne shell and your script isn't going to work so well

I hate the ! convention for HERE documents though, it looks very unnatural to me.  I generally use END

nzsql <<-END

     print "Hello world!"

END

vs.

nzsql <<!

     print "Hello world!"

!

I find the single ! harder to see as compared to END.  Either way, ask 3 shell programmers for their opinions and you'll end up with 5 different opinions most likely.  I also prefer ksh over bash but I'd recommend others to use bash due to it being available on every Unix system.  Linux runs pdksh instead of the real ksh.  pdksh is buggy and doesn't completely implement all the features of ksh, so between the two, bash is an easy choice over pdksh.