Pretty sure it was completely recorded - I saw a screen with the footage in a corner somewhere.
I'm a tiny bit disappointed by the fact that he did not interact with the audience at all, though. Not even a hi or anything. I think the only thing he said was to welcome the two girls from MyBubba who played before his show... they joined him in I Remember. Probably no interaction because of the recording. Other than that, it was absolutely thrilling that I could finally see him live and he was amaaazing!