When does Romeo discover he and Juliet are from feuding families?

Romeo learns that Juliet is a Capulet at the conclusion of Act I, Scene 5.
Interestingly, Romeo senses fate at the end of Scene 4 of the first act. As Benvolio, Mercutio, and Romeo make their way to the Capulets, Benvolio worries that they will be too late, but Romeo has a sense of something else:

I fear too early. for my mind misgivesSome consequence, yet hanging in the stars,Shall bitterly begin his fearful date. (1.4.107-109)

Romeo has a foreboding that this night is the beginning of something that will end with his death: "...expire the term/Of a despised life...." (1.4.110-111).
Nevertheless, he decides to go along with Mercutio and Benvolio. Not long after they arrive at the party, Tybalt recognizes Romeo as a Montague, and he wishes to run his sword through Romeo. Fortunately, Lord Capulet prevents Tybalt's rash action.In the meantime Romeo has approached Juliet and stolen a kiss from her. After this brief encounter, the Nurse approaches Juliet and tells her that her mother wishes to have a word with her. Juliet then departs and Romeo asks the Nurse who Juliet's mother is. The nurse replies in the beginning of a loquacious answer that the mother is the lady of the house. Taken aback, Romeo asks, 

                                    Is she a Capulet?Oh, dear account! My life is my foe's debt. (1.5.117-118)

Romeo immediately has the premonition that his life is in the hands of his enemy.