Free Space Won't Delete

I am running OSX Yosemite. I had free space on my partition, (see picture below) but now it wont delete. I change the format to Mac OS Extended (Journaled), and then when I hit the " + " button it loads for about 1/100 of a second, and then shows on the screen that it partitioned it. When I click away from the partition tab onto the first aid tab, it goes away and becomes free space again. (NOTE: I am trying to MERGE the free space with my first partition, not make a new partition, but i have to make a new one to merge it with my first partition.)