I attempted to find such an API and was unsuccessful. However, I did not investigate the source code.
If you're willing to read HTTP, you could read the top level page and search for the string that says Jenkins is preparing to shutdown.
Mark Waite
From: Randall R Schulz <[hidden email]>
To: [hidden email]
Sent: Thu, April 28, 2011 6:16:56 PM
Subject: Re: Server Status (Paused for Shut-down vs. Running Normally) via HTTP API?
No one knows?