This will do what you want. It reads the fourth field into a local variable, and then sets the actual field value to NULL, if the local variable ends up containing an empty string:
LOAD DATA INFILE '/tmp/testdata.txt'
INTO TABLE moo
FIELDS TERMINATED BY ","
LINES TERMINATED BY "\n"
(one, two, three, @vfour, five)
SET four = NULLIF(@vfour,'')
;
If they're all possibly empty, then you'd read them all into variables and have multiple SET statements, like this:
LOAD DATA INFILE '/tmp/testdata.txt'
INTO TABLE moo
FIELDS TERMINATED BY ","
LINES TERMINATED BY "\n"
(@vone, @vtwo, @vthree, @vfour, @vfive)
SET
one = NULLIF(@vone,''),
two = NULLIF(@vtwo,''),
three = NULLIF(@vthree,''),
four = NULLIF(@vfour,'')
;