What is joy? Unqualified affirmation.
Joy is the unabashed, unqualified, affirmation of this life. It is the great Yes saying we find in Whitman: Yes! Yes to that, too! And that! Joy is not contingent — we are not joyful because something happens (that's happiness). Nor is joy transcendent, taking leave of this world (that's bliss). Joy loves this life as it is.
But we can still say no, as long as that no affirms. For instance, I say no to curds and whey because curds and whey evacuate my bowels; when I say no, I affirm my health, myself, my own way of going. This is the joyful no we find in Nietzsche.