Fabricio,
There are various way to do it.
If you have the triangulation that generated the contour
Find your Z on the the faces of the TIN.
If you don't you could recreate it from the contour then
proceed as above.
A third way would be to do a fence selection from your point
going East. Then do another fence selection from your point
but going Westward. Now you can use the data returned by
ssnamex to find the nearest apparent intersection to your
point. Selecting the entities at both the east point and the west
point you now have the 2 lwpolylines with gives you their respective
elevation.
Now you can form a 3d line with the information above.
All that is left is to project your point to that line.
I agree with Snownut that interpolating from contour is
not the best way.
RonJomp's way, if it's only for a few point is good!
Just issue command "3DPOLY" now pick with osnap
to nearest left polyline do the same on the right.
You now have your 3d line. Now pick a point on
this line again with osnap to nearest. You got your Z
ymg